+1,408.1%
ORCL vs VWO
+328.1%
+1,080.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.3% | +2.6% |
| 7D | +5.3% | +1.1% | +4.2% | +4.6% |
| 30D | +10.0% | +2.4% | +7.6% | +8.5% |
| 3M | -32.6% | +2.0% | -34.6% | -33.1% |
| 6M | +4.9% | +10.7% | -5.7% | -0.7% |
| YTD | -17.8% | +14.4% | -32.2% | -23.8% |
| 1Y | -28.0% | +22.7% | -50.7% | -35.8% |
| 3Y | +36.0% | +64.2% | -28.2% | +2.4% |
| 5Y | +88.7% | +35.8% | +53.0% | +57.6% |
| 10Y | +346.9% | +114.7% | +232.2% | +178.9% |
| All | +1,408.1% | +328.1% | +1,080.0% | +516.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling