+94.3%
ORCL vs VSXY
+21.5%
+72.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.5% | +2.1% |
| 7D | +15.0% | -6.8% | +21.8% | +15.5% |
| 30D | +10.5% | -20.4% | +30.9% | +12.3% |
| 3M | -23.0% | +2.9% | -25.9% | -23.4% |
| 6M | +7.0% | +67.9% | -60.9% | +0.7% |
| YTD | -15.8% | +44.9% | -60.7% | -20.0% |
| 1Y | -31.1% | +205.9% | -237.0% | -39.8% |
| 3Y | +33.3% | +373.9% | -340.6% | +6.2% |
| 5Y | +94.3% | +23.5% | +70.9% | +80.9% |
| All | +94.3% | +21.5% | +72.8% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling