-5.8%
OSCR vs VIG
+87.7%
-93.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.6% |
| 7D | +1.6% | -1.1% | +2.7% | +3.3% |
| 30D | +10.7% | -2.7% | +13.4% | +15.8% |
| 3M | +13.4% | +2.5% | +10.8% | +8.7% |
| 6M | +144.6% | +9.2% | +135.3% | +112.1% |
| YTD | +128.0% | +9.8% | +118.2% | +96.0% |
| 1Y | +68.7% | +12.4% | +56.3% | +40.4% |
| 3Y | +398.8% | +55.9% | +342.9% | +139.1% |
| 5Y | +87.3% | +63.9% | +23.3% | -11.2% |
| All | -5.8% | +87.7% | -93.6% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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