+411.8%
OSCR vs VT
+76.6%
+335.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +3.0% |
| 7D | +10.7% | +1.0% | +9.6% | +9.2% |
| 30D | +18.3% | -0.2% | +18.6% | +18.8% |
| 3M | +20.5% | +4.5% | +16.0% | +12.9% |
| 6M | +138.5% | +14.1% | +124.5% | +95.9% |
| YTD | +129.7% | +14.8% | +115.0% | +87.5% |
| 1Y | +62.8% | +21.2% | +41.6% | +23.5% |
| 3Y | +411.8% | +76.6% | +335.2% | +90.9% |
| All | +411.8% | +76.6% | +335.2% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling