-80.5%
OXBR vs VT
+223.7%
-304.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +0.3% |
| 7D | +11.3% | +0.4% | +11.0% | +10.9% |
| 30D | -12.3% | -2.6% | -9.7% | -10.8% |
| 3M | -32.7% | -3.2% | -29.5% | -31.0% |
| 6M | -7.7% | +0.9% | -8.7% | -9.0% |
| YTD | -32.2% | +11.3% | -43.5% | -38.2% |
| 1Y | -32.2% | +14.0% | -46.2% | -39.3% |
| 3Y | -24.8% | +75.8% | -100.6% | -51.0% |
| 5Y | -75.3% | +57.8% | -133.1% | -82.6% |
| 10Y | -80.5% | +219.8% | -300.3% | -91.0% |
| All | -80.5% | +223.7% | -304.2% | -91.0% |
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