+8.0%
ORCL vs VTRS
+21.6%
-13.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-08 to 2026-09-08.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.5% |
| 7D | +15.0% | -0.1% | +15.1% | +14.9% |
| 30D | +10.5% | +1.9% | +8.7% | +10.3% |
| 3M | -23.0% | +5.1% | -28.1% | -23.3% |
| All | +8.0% | +21.6% | -13.6% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 2026-03-08 to 2026-09-08: compounded portfolio wealth divided by compounded VTRS 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…
2026-03-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling