+328.9%
ORCL vs VYM
+209.2%
+119.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.4% |
| 7D | -5.4% | -0.8% | -4.6% | -4.6% |
| 30D | -2.0% | -2.2% | +0.3% | +0.4% |
| 3M | -18.1% | +3.1% | -21.2% | -20.4% |
| 6M | -7.2% | +9.7% | -16.9% | -15.2% |
| YTD | -22.2% | +14.9% | -37.0% | -32.0% |
| 1Y | -50.6% | +17.6% | -68.2% | -58.0% |
| 3Y | +22.9% | +65.3% | -42.4% | -23.9% |
| 5Y | +79.3% | +78.7% | +0.5% | +3.3% |
| All | +328.9% | +209.2% | +119.7% | +46.4% |
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