+1,059.3%
ORCL vs VTV
+734.9%
+324.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +10.4% | +2.3% | +8.1% | +8.1% |
| 30D | -11.2% | +3.8% | -15.0% | -14.2% |
| 3M | -16.8% | +1.7% | -18.5% | -18.0% |
| 6M | -31.5% | +10.9% | -42.4% | -37.8% |
| YTD | -33.9% | +21.7% | -55.7% | -45.2% |
| 1Y | -43.3% | +23.4% | -66.6% | -53.6% |
| 3Y | +16.5% | +78.0% | -61.5% | -31.8% |
| 5Y | +45.4% | +77.4% | -32.0% | -14.3% |
| 10Y | +274.0% | +230.4% | +43.6% | +22.5% |
| All | +1,059.3% | +734.9% | +324.4% | +57.6% |
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