+336.5%
ORCL vs VWO
+115.6%
+220.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.8% | -4.3% |
| 7D | -0.7% | -1.7% | +1.0% | +0.6% |
| 30D | +5.1% | -0.3% | +5.4% | +5.5% |
| 3M | -23.7% | +4.0% | -27.7% | -25.6% |
| 6M | +3.1% | +8.1% | -5.0% | -1.7% |
| YTD | -20.8% | +11.6% | -32.4% | -26.2% |
| 1Y | -52.9% | +16.2% | -69.1% | -57.2% |
| 3Y | +25.4% | +63.3% | -37.8% | -8.8% |
| 5Y | +82.4% | +33.4% | +49.1% | +49.5% |
| All | +336.5% | +115.6% | +220.9% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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