-7.3%
OSCR vs VT
+87.0%
-94.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | +5.8% | +0.4% | +5.4% | +5.2% |
| 30D | +7.1% | +1.0% | +6.1% | +5.6% |
| 3M | +36.7% | +2.4% | +34.3% | +30.3% |
| 6M | +114.3% | +12.0% | +102.3% | +75.7% |
| YTD | +124.4% | +15.3% | +109.1% | +75.2% |
| 1Y | +75.5% | +22.6% | +52.9% | +24.0% |
| 3Y | +390.1% | +74.7% | +315.5% | +83.4% |
| 5Y | +77.1% | +66.1% | +11.0% | -25.6% |
| All | -7.3% | +87.0% | -94.4% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling