-8.7%
OSCR vs VFC
-81.2%
+72.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.1% |
| 7D | +4.7% | -2.3% | +7.1% | +5.5% |
| 30D | +14.8% | -13.4% | +28.1% | +20.4% |
| 3M | +16.7% | -23.7% | +40.4% | +26.5% |
| 6M | +127.5% | -24.5% | +152.0% | +146.4% |
| YTD | +121.0% | -27.8% | +148.9% | +142.2% |
| 1Y | +58.4% | -13.5% | +71.9% | +61.2% |
| 3Y | +392.4% | -27.1% | +419.5% | +360.7% |
| 5Y | +80.5% | -79.0% | +159.5% | +196.4% |
| All | -8.7% | -81.2% | +72.5% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling