+270.3%
ORCL vs VTRS
-30.6%
+300.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +8.0% | +4.6% | +3.4% | +7.1% |
| 30D | -4.0% | +19.4% | -23.4% | -7.2% |
| 3M | -19.5% | +30.8% | -50.2% | -23.6% |
| 6M | -33.5% | +21.6% | -55.1% | -36.2% |
| YTD | -34.8% | +71.2% | -106.0% | -41.7% |
| 1Y | -41.6% | +97.6% | -139.2% | -49.3% |
| 3Y | +13.8% | +163.9% | -150.1% | -9.2% |
| 5Y | +43.4% | +82.1% | -38.7% | +20.9% |
| All | +270.3% | -30.6% | +300.8% | +248.9% |
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 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