+244.8%
ORCL vs VUG
+391.5%
-146.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | 0.0% |
| 7D | -11.2% | -3.4% | -7.8% | -8.2% |
| 30D | -18.8% | -11.1% | -7.7% | -9.2% |
| 3M | -18.8% | -7.2% | -11.5% | -12.3% |
| 6M | -39.7% | -4.1% | -35.6% | -36.2% |
| YTD | -39.6% | +1.4% | -41.0% | -38.7% |
| 1Y | -51.7% | +1.9% | -53.7% | -51.1% |
| 3Y | +10.2% | +77.7% | -67.5% | -26.6% |
| 5Y | +30.8% | +57.6% | -26.8% | -5.3% |
| All | +244.8% | +391.5% | -146.7% | -12.6% |
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