+270.3%
ORCL vs VYM
+205.6%
+64.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +8.0% | +3.7% | +4.3% | +4.2% |
| 30D | -4.0% | +3.7% | -7.7% | -7.3% |
| 3M | -19.5% | -0.7% | -18.7% | -18.7% |
| 6M | -33.5% | +7.2% | -40.7% | -37.6% |
| YTD | -34.8% | +16.9% | -51.8% | -44.0% |
| 1Y | -41.6% | +19.6% | -61.2% | -51.0% |
| 3Y | +13.8% | +74.6% | -60.8% | -33.0% |
| 5Y | +43.4% | +72.3% | -29.0% | -14.4% |
| All | +270.3% | +205.6% | +64.6% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling