-5.8%
OSCR vs FTV
+9.3%
-15.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | +1.6% | -4.0% | +5.6% | +4.1% |
| 30D | +10.7% | -11.0% | +21.7% | +18.8% |
| 3M | +13.4% | -8.4% | +21.8% | +18.8% |
| 6M | +144.6% | -2.6% | +147.1% | +145.4% |
| YTD | +128.0% | -0.6% | +128.7% | +121.7% |
| 1Y | +68.7% | +11.0% | +57.7% | +51.0% |
| 3Y | +398.8% | -6.3% | +405.1% | +388.8% |
| 5Y | +87.3% | -1.5% | +88.8% | +65.9% |
| All | -5.8% | +9.3% | -15.2% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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