+33,471.1%
ORCL vs VTRS
+567.8%
+32,903.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.2% |
| 7D | +5.3% | +3.3% | +2.0% | +4.5% |
| 30D | +10.0% | -3.6% | +13.6% | +10.7% |
| 3M | -32.6% | +7.0% | -39.5% | -33.9% |
| 6M | +4.9% | +17.5% | -12.5% | +0.6% |
| YTD | -17.8% | +38.8% | -56.5% | -24.2% |
| 1Y | -28.0% | +69.2% | -97.2% | -36.9% |
| 3Y | +36.0% | +77.5% | -41.4% | +15.4% |
| 5Y | +88.7% | +39.9% | +48.8% | +65.1% |
| 10Y | +346.9% | -47.1% | +394.0% | +352.6% |
| All | +33,471.1% | +567.8% | +32,903.3% | +11,449.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling