+579.6%
ORCL vs VT
+345.0%
+234.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.1% | -2.9% | -3.1% |
| 7D | -17.5% | -4.2% | -13.3% | -14.0% |
| 30D | -20.2% | -5.8% | -14.4% | -15.2% |
| 3M | -19.9% | -5.2% | -14.7% | -15.2% |
| 6M | -37.4% | +0.1% | -37.6% | -36.6% |
| YTD | -40.1% | +8.2% | -48.4% | -43.3% |
| 1Y | -53.4% | +10.1% | -63.5% | -56.5% |
| 3Y | +10.4% | +69.7% | -59.2% | -28.5% |
| 5Y | +29.8% | +53.4% | -23.6% | -8.2% |
| 10Y | +249.2% | +219.2% | +30.0% | +30.3% |
| All | +579.6% | +345.0% | +234.6% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling