-5.8%
OSCR vs VFC
-80.7%
+74.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -0.9% |
| 7D | +1.6% | -1.4% | +3.0% | +2.0% |
| 30D | +10.7% | -9.0% | +19.6% | +14.2% |
| 3M | +13.4% | -24.2% | +37.5% | +23.2% |
| 6M | +144.6% | -18.5% | +163.1% | +158.3% |
| YTD | +128.0% | -25.9% | +153.9% | +147.5% |
| 1Y | +68.7% | -13.0% | +81.6% | +71.3% |
| 3Y | +398.8% | -20.3% | +419.1% | +347.3% |
| 5Y | +87.3% | -78.1% | +165.3% | +204.2% |
| All | -5.8% | -80.7% | +74.9% | +53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling