+91.4%
ORCL vs VUG
+76.6%
+14.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.5% |
| 7D | +5.3% | -0.1% | +5.4% | +5.5% |
| 30D | +10.0% | -0.3% | +10.3% | +10.5% |
| 3M | -32.6% | -0.7% | -31.9% | -31.6% |
| 6M | +4.9% | +14.6% | -9.7% | -5.8% |
| YTD | -17.8% | +9.0% | -26.8% | -22.6% |
| 1Y | -28.0% | +14.9% | -42.9% | -34.9% |
| 3Y | +36.0% | +86.0% | -50.0% | -13.0% |
| All | +91.4% | +76.6% | +14.8% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling