+246.0%
ORCL vs VUG
+390.7%
-144.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -0.8% |
| 7D | -6.5% | -1.2% | -5.3% | -5.4% |
| 30D | -16.6% | -8.9% | -7.7% | -8.8% |
| 3M | -21.6% | -5.9% | -15.7% | -16.4% |
| 6M | -39.4% | -3.3% | -36.1% | -36.3% |
| YTD | -38.7% | +3.4% | -42.1% | -38.8% |
| 1Y | -50.4% | +1.9% | -52.3% | -49.7% |
| 3Y | +8.1% | +76.9% | -68.8% | -27.9% |
| 5Y | +34.5% | +63.9% | -29.3% | -5.7% |
| 10Y | +246.0% | +396.2% | -150.2% | -14.6% |
| All | +246.0% | +390.7% | -144.6% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling