+1,342.8%
ORCL vs VTV
+721.7%
+621.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.3% |
| 7D | +5.3% | +0.5% | +4.7% | +4.8% |
| 30D | +10.0% | +1.1% | +8.9% | +8.9% |
| 3M | -32.6% | +5.9% | -38.5% | -36.1% |
| 6M | +4.9% | +11.6% | -6.7% | -5.5% |
| YTD | -17.8% | +19.8% | -37.6% | -30.8% |
| 1Y | -28.0% | +26.2% | -54.2% | -42.4% |
| 3Y | +36.0% | +68.5% | -32.4% | -16.2% |
| 5Y | +88.7% | +79.9% | +8.8% | +9.8% |
| 10Y | +346.9% | +229.7% | +117.2% | +46.5% |
| All | +1,342.8% | +721.7% | +621.2% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling