+93.1%
ORCL vs VTV
+80.1%
+13.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | +10.9% | -0.7% | +11.6% | +11.7% |
| 30D | +7.0% | -0.5% | +7.5% | +7.6% |
| 3M | -21.2% | +5.3% | -26.5% | -25.6% |
| 6M | +7.4% | +12.9% | -5.5% | -6.1% |
| YTD | -16.3% | +18.5% | -34.7% | -30.7% |
| 1Y | -32.3% | +25.3% | -57.6% | -47.6% |
| 3Y | +32.6% | +68.2% | -35.6% | -24.3% |
| 5Y | +93.1% | +80.6% | +12.5% | +4.0% |
| All | +93.1% | +80.1% | +13.0% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling