+105.1%
OSCR vs VFC
+52.5%
+52.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.4% | +4.1% | +7.2% |
| 7D | +15.5% | +21.5% | -6.0% | +8.9% |
| 30D | +8.5% | +46.7% | -38.1% | -3.2% |
| 3M | +15.8% | +38.4% | -22.6% | +5.2% |
| 6M | +89.5% | +15.2% | +74.3% | +79.6% |
| YTD | +144.9% | +17.8% | +127.1% | +127.7% |
| 1Y | +105.1% | +55.6% | +49.5% | +76.5% |
| All | +105.1% | +52.5% | +52.6% | +76.5% |
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