-6.4%
OSCR vs VT
+83.3%
-89.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +4.0% |
| 7D | +1.1% | -2.0% | +3.1% | +4.4% |
| 30D | +16.5% | -1.4% | +17.9% | +19.3% |
| 3M | +17.0% | +4.7% | +12.3% | +7.7% |
| 6M | +145.0% | +11.4% | +133.6% | +102.3% |
| YTD | +126.7% | +13.1% | +113.7% | +82.8% |
| 1Y | +67.2% | +19.0% | +48.2% | +24.0% |
| 3Y | +405.1% | +73.9% | +331.2% | +89.6% |
| 5Y | +86.2% | +65.4% | +20.8% | -20.4% |
| All | -6.4% | +83.3% | -89.7% | -67.0% |
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