+93.1%
ORCL vs VYM
+76.9%
+16.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +10.9% | -1.0% | +11.9% | +12.1% |
| 30D | +7.0% | -2.0% | +9.0% | +9.5% |
| 3M | -21.2% | +3.1% | -24.3% | -23.7% |
| 6M | +7.4% | +8.9% | -1.5% | -2.0% |
| YTD | -16.3% | +14.7% | -31.0% | -27.8% |
| 1Y | -32.3% | +19.4% | -51.7% | -44.2% |
| 3Y | +32.6% | +65.4% | -32.8% | -20.8% |
| 5Y | +93.1% | +77.6% | +15.5% | +8.6% |
| All | +93.1% | +76.9% | +16.2% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling