-80.7%
OXBR vs VT
+222.7%
-303.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.9% |
| 7D | +13.0% | +2.9% | +10.1% | +10.4% |
| 30D | -9.4% | -2.5% | -6.9% | -8.0% |
| 3M | -26.9% | -3.3% | -23.6% | -25.0% |
| 6M | -5.9% | +1.5% | -7.5% | -7.8% |
| YTD | -34.1% | +11.4% | -45.4% | -39.9% |
| 1Y | -35.1% | +11.9% | -47.0% | -41.0% |
| 3Y | -29.8% | +73.9% | -103.7% | -54.0% |
| 5Y | -75.6% | +57.9% | -133.5% | -82.8% |
| All | -80.7% | +222.7% | -303.4% | -90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling