+94.3%
ORCL vs VTR
+91.4%
+2.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | +15.0% | -2.4% | +17.4% | +15.2% |
| 30D | +10.5% | -3.7% | +14.3% | +10.8% |
| 3M | -23.0% | +13.5% | -36.5% | -24.4% |
| 6M | +7.0% | +7.2% | -0.2% | +5.5% |
| YTD | -15.8% | +17.6% | -33.4% | -18.4% |
| 1Y | -31.1% | +35.4% | -66.5% | -35.2% |
| 3Y | +33.3% | +132.8% | -99.6% | +10.9% |
| 5Y | +94.3% | +88.7% | +5.7% | +65.9% |
| All | +94.3% | +91.4% | +2.9% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling