+15.4%
ORCL vs VSH
+37.0%
-21.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | +0.4% |
| 7D | +10.4% | +26.2% | -15.8% | +2.6% |
| 30D | -11.2% | -12.5% | +1.3% | -8.1% |
| 3M | -16.8% | -16.9% | +0.1% | -13.1% |
| 6M | -31.5% | -17.0% | -14.5% | -30.2% |
| YTD | -33.9% | +93.8% | -127.7% | -47.7% |
| 1Y | -43.3% | +99.3% | -142.6% | -55.5% |
| All | +15.4% | +37.0% | -21.6% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling