+370.7%
OSCR vs VT
+74.4%
+296.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.8% |
| 7D | +3.3% | -0.1% | +3.4% | +3.7% |
| 30D | +0.3% | -3.1% | +3.4% | +4.5% |
| 3M | +21.0% | -3.5% | +24.5% | +26.7% |
| 6M | +57.1% | +0.5% | +56.6% | +54.2% |
| YTD | +132.9% | +10.8% | +122.1% | +99.7% |
| 1Y | +129.1% | +11.9% | +117.2% | +94.0% |
| 3Y | +370.7% | +73.0% | +297.8% | +67.2% |
| All | +370.7% | +74.4% | +296.3% | +67.2% |
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