-5.8%
OSCR vs VTEB
+3.5%
-9.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | -0.3% |
| 7D | +1.6% | -0.9% | +2.5% | +4.1% |
| 30D | +10.7% | -2.5% | +13.2% | +18.2% |
| 3M | +13.4% | -3.0% | +16.3% | +22.7% |
| 6M | +144.6% | -2.1% | +146.7% | +159.1% |
| YTD | +128.0% | -1.5% | +129.5% | +137.4% |
| 1Y | +68.7% | +0.2% | +68.5% | +68.2% |
| 3Y | +398.8% | +8.6% | +390.2% | +307.0% |
| 5Y | +87.3% | +1.2% | +86.1% | +79.3% |
| All | -5.8% | +3.5% | -9.3% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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