+336.5%
ORCL vs VTEB
+17.5%
+319.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.7% |
| 7D | -0.7% | -1.2% | +0.5% | +0.5% |
| 30D | +5.1% | -2.9% | +8.0% | +8.3% |
| 3M | -23.7% | -3.2% | -20.6% | -21.2% |
| 6M | +3.1% | -2.6% | +5.7% | +6.1% |
| YTD | -20.8% | -1.8% | -18.9% | -19.1% |
| 1Y | -52.9% | +0.2% | -53.1% | -52.8% |
| 3Y | +25.4% | +8.2% | +17.2% | +17.5% |
| 5Y | +82.4% | +0.8% | +81.6% | +81.0% |
| All | +336.5% | +17.5% | +319.0% | +325.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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