+75.5%
OSCR vs VFC
-6.8%
+82.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.8% |
| 7D | +5.8% | -1.6% | +7.5% | +6.4% |
| 30D | +7.1% | -11.6% | +18.7% | +11.7% |
| 3M | +36.7% | -18.1% | +54.8% | +44.5% |
| 6M | +114.3% | -27.4% | +141.6% | +132.2% |
| YTD | +124.4% | -24.8% | +149.2% | +140.4% |
| 1Y | +75.5% | -8.2% | +83.7% | +63.7% |
| All | +75.5% | -6.8% | +82.3% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling