-28.0%
ORCL vs VYM
+21.4%
-49.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.6% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +10.0% | -0.5% | +10.5% | +10.8% |
| 3M | -32.6% | +3.0% | -35.6% | -34.5% |
| 6M | +4.9% | +8.2% | -3.3% | -4.1% |
| YTD | -17.8% | +15.8% | -33.6% | -30.0% |
| 1Y | -28.0% | +20.8% | -48.8% | -46.7% |
| All | -28.0% | +21.4% | -49.4% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling