+244.8%
ORCL vs VT
+215.5%
+29.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | -11.2% | -2.3% | -8.8% | -8.8% |
| 30D | -18.8% | -5.0% | -13.9% | -13.8% |
| 3M | -18.8% | -4.9% | -13.9% | -13.6% |
| 6M | -39.7% | -1.5% | -38.2% | -37.7% |
| YTD | -39.6% | +8.5% | -48.1% | -43.4% |
| 1Y | -51.7% | +11.4% | -63.1% | -55.9% |
| 3Y | +10.2% | +70.1% | -59.8% | -32.0% |
| 5Y | +30.8% | +53.7% | -22.9% | -11.2% |
| All | +244.8% | +215.5% | +29.2% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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