+788.7%
OSK vs VT
+374.2%
+414.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.0% | +0.4% | +1.6% | +1.5% |
| 30D | +3.2% | +1.0% | +2.2% | +1.9% |
| 3M | +18.4% | +2.4% | +16.0% | +15.0% |
| 6M | -5.2% | +12.0% | -17.2% | -18.3% |
| YTD | +26.5% | +15.3% | +11.1% | +4.9% |
| 1Y | +14.7% | +22.6% | -7.9% | -12.1% |
| 3Y | +55.6% | +74.7% | -19.0% | -25.3% |
| 5Y | +50.8% | +66.1% | -15.3% | -22.8% |
| 10Y | +233.7% | +225.0% | +8.7% | -31.3% |
| All | +788.7% | +374.2% | +414.5% | +8.3% |
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