+398.8%
OSCR vs VCLT
+11.4%
+387.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | +1.6% | -1.4% | +3.0% | +3.2% |
| 30D | +10.7% | -1.2% | +11.8% | +12.1% |
| 3M | +13.4% | -4.8% | +18.1% | +19.8% |
| 6M | +144.6% | -2.6% | +147.1% | +151.7% |
| YTD | +128.0% | -3.3% | +131.4% | +137.1% |
| 1Y | +68.7% | -4.8% | +73.5% | +78.8% |
| 3Y | +398.8% | +11.5% | +387.3% | +318.4% |
| All | +398.8% | +11.4% | +387.4% | +318.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling