+33,471.1%
ORCL vs VSH
+1,674.8%
+31,796.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.4% | +1.7% |
| 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% | -18.5% |
| 6M | +4.9% | +80.2% | -75.2% | -15.9% |
| YTD | -17.8% | +121.1% | -138.8% | -38.8% |
| 1Y | -28.0% | +112.0% | -140.0% | -46.0% |
| 3Y | +36.0% | +22.5% | +13.5% | +15.4% |
| 5Y | +88.7% | +64.0% | +24.7% | +43.6% |
| 10Y | +346.9% | +170.4% | +176.5% | +169.4% |
| All | +33,471.1% | +1,674.8% | +31,796.3% | +11,081.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling