+270.3%
ORCL vs VWO
+111.9%
+158.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +8.0% | +2.0% | +6.0% | +6.5% |
| 30D | -4.0% | -4.3% | +0.3% | -0.5% |
| 3M | -19.5% | -6.4% | -13.1% | -14.9% |
| 6M | -33.5% | -5.6% | -27.8% | -29.7% |
| YTD | -34.8% | +5.2% | -40.0% | -36.3% |
| 1Y | -41.6% | +5.2% | -46.8% | -42.8% |
| 3Y | +13.8% | +55.5% | -41.8% | -14.0% |
| 5Y | +43.4% | +25.6% | +17.8% | +23.4% |
| All | +270.3% | +111.9% | +158.4% | +126.6% |
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