-80.0%
OXBR vs VT
+224.4%
-304.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -4.1% |
| 7D | +17.4% | -0.7% | +18.1% | +17.9% |
| 30D | -2.8% | -1.7% | -1.0% | -1.9% |
| 3M | -30.0% | -2.3% | -27.7% | -28.9% |
| 6M | -11.2% | +1.5% | -12.7% | -12.9% |
| YTD | -31.1% | +12.0% | -43.1% | -37.5% |
| 1Y | -35.5% | +12.9% | -48.3% | -41.7% |
| 3Y | -26.6% | +74.9% | -101.6% | -52.1% |
| 5Y | -74.4% | +59.9% | -134.4% | -82.2% |
| 10Y | -80.0% | +224.6% | -304.6% | -90.7% |
| All | -80.0% | +224.4% | -304.4% | -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 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