+42.7%
ORCL vs VTV
+77.3%
-34.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | +8.0% | +2.9% | +5.1% | +4.7% |
| 30D | -4.0% | +3.8% | -7.8% | -7.7% |
| 3M | -19.5% | +1.6% | -21.0% | -20.7% |
| 6M | -33.5% | +11.2% | -44.7% | -40.7% |
| YTD | -34.8% | +22.0% | -56.8% | -47.8% |
| 1Y | -41.6% | +24.9% | -66.5% | -54.5% |
| 3Y | +13.8% | +78.5% | -64.7% | -39.1% |
| All | +42.7% | +77.3% | -34.7% | -22.3% |
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