+91.4%
ORCL vs VSH
+64.7%
+26.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.4% | +1.8% |
| 7D | +5.3% | +4.1% | +1.2% | +4.0% |
| 30D | +10.0% | -4.2% | +14.1% | +10.9% |
| 3M | -32.6% | -50.0% | +17.4% | -18.9% |
| 6M | +4.9% | +80.2% | -75.2% | -15.5% |
| YTD | -17.8% | +121.1% | -138.8% | -38.6% |
| 1Y | -28.0% | +112.0% | -140.0% | -45.9% |
| 3Y | +36.0% | +22.5% | +13.5% | +17.0% |
| All | +91.4% | +64.7% | +26.8% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling