+13.8%
ORCL vs VTV
+78.7%
-64.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | +8.0% | +2.9% | +5.1% | +4.5% |
| 30D | -4.0% | +3.8% | -7.8% | -7.9% |
| 3M | -19.5% | +1.6% | -21.0% | -20.8% |
| 6M | -33.5% | +11.2% | -44.7% | -41.1% |
| YTD | -34.8% | +22.0% | -56.8% | -48.7% |
| 1Y | -41.6% | +24.9% | -66.5% | -55.5% |
| 3Y | +13.8% | +78.5% | -64.7% | -42.9% |
| All | +13.8% | +78.7% | -64.9% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 3y: compounded portfolio wealth divided by compounded VTV 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…
3y analysis · Full analysis span regression · 6 months rolling