-8.2%
OSCR vs VT
+80.6%
-88.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.5% |
| 7D | -3.7% | +2.9% | -6.6% | -8.2% |
| 30D | -5.5% | -2.5% | -3.0% | -1.5% |
| 3M | +7.9% | -3.3% | +11.2% | +13.7% |
| 6M | +34.6% | +1.5% | +33.1% | +29.1% |
| YTD | +122.3% | +11.4% | +110.9% | +83.2% |
| 1Y | +111.5% | +11.9% | +99.6% | +73.5% |
| 3Y | +349.2% | +73.9% | +275.3% | +67.3% |
| 5Y | +162.2% | +57.9% | +104.3% | +18.8% |
| All | -8.2% | +80.6% | -88.8% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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