-15.9%
OSUR vs VT
+346.0%
-361.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.8% | +1.8% |
| 7D | -12.7% | -2.3% | -10.4% | -9.9% |
| 30D | -7.8% | -5.0% | -2.8% | -1.5% |
| 3M | -14.0% | -4.9% | -9.1% | -8.2% |
| 6M | +14.7% | -1.5% | +16.2% | +16.9% |
| YTD | +42.1% | +8.5% | +33.7% | +28.6% |
| 1Y | +43.3% | +11.4% | +32.0% | +25.9% |
| 3Y | -39.0% | +70.1% | -109.1% | -67.7% |
| 5Y | -64.4% | +53.7% | -118.2% | -78.6% |
| 10Y | -51.5% | +220.0% | -271.5% | -89.4% |
| All | -15.9% | +346.0% | -361.9% | -90.7% |
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