+52.2%
ORCL vs VSXY
+90.2%
-38.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | -0.6% |
| 7D | +10.4% | -1.6% | +12.0% | +10.5% |
| 30D | -11.2% | +17.8% | -29.0% | -12.3% |
| 3M | -16.8% | +12.5% | -29.2% | -17.7% |
| 6M | -31.5% | +124.7% | -156.2% | -36.7% |
| YTD | -33.9% | +93.2% | -127.1% | -38.5% |
| 1Y | -43.3% | +195.6% | -238.9% | -49.6% |
| 3Y | +16.5% | +434.6% | -418.2% | -6.0% |
| 5Y | +45.4% | +103.3% | -57.9% | +27.8% |
| All | +52.2% | +90.2% | -38.1% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling