+93.1%
ORCL vs VWO
+35.7%
+57.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | 0.0% |
| 7D | +10.9% | +0.2% | +10.7% | +10.8% |
| 30D | +7.0% | +0.9% | +6.1% | +6.3% |
| 3M | -21.2% | +4.3% | -25.5% | -23.6% |
| 6M | +7.4% | +10.5% | -3.2% | -0.2% |
| YTD | -16.3% | +13.4% | -29.6% | -23.9% |
| 1Y | -32.3% | +18.6% | -50.9% | -40.3% |
| 3Y | +32.6% | +65.8% | -33.2% | -7.6% |
| 5Y | +93.1% | +35.2% | +57.9% | +49.0% |
| All | +93.1% | +35.7% | +57.4% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling