+368.8%
ORCL vs VTR
+87.8%
+281.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +10.9% | -2.9% | +13.8% | +11.4% |
| 30D | +7.0% | -2.8% | +9.8% | +7.5% |
| 3M | -21.2% | +9.0% | -30.2% | -22.8% |
| 6M | +7.4% | +5.0% | +2.4% | +5.5% |
| YTD | -16.3% | +16.9% | -33.2% | -19.6% |
| 1Y | -32.3% | +34.3% | -66.6% | -36.9% |
| 3Y | +32.6% | +131.6% | -99.0% | +9.6% |
| 5Y | +93.1% | +88.0% | +5.1% | +64.5% |
| 10Y | +368.8% | +97.8% | +271.0% | +273.4% |
| All | +368.8% | +87.8% | +281.0% | +273.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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