+336.5%
ORCL vs VTRS
-48.8%
+385.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.6% | -5.2% |
| 7D | -0.7% | -3.3% | +2.6% | -0.1% |
| 30D | +5.1% | +1.4% | +3.8% | +4.8% |
| 3M | -23.7% | +4.6% | -28.4% | -24.7% |
| 6M | +3.1% | +18.1% | -15.0% | -0.7% |
| YTD | -20.8% | +34.7% | -55.4% | -25.7% |
| 1Y | -52.9% | +65.6% | -118.5% | -57.7% |
| 3Y | +25.4% | +83.8% | -58.4% | +7.9% |
| 5Y | +82.4% | +46.5% | +36.0% | +60.6% |
| All | +336.5% | -48.8% | +385.3% | +327.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling