-68.5%
OXBR vs VT
+221.4%
-289.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | +10.8% | +1.0% | +9.8% | +9.9% |
| 30D | +8.3% | -0.2% | +8.5% | +8.6% |
| 3M | +68.4% | +4.5% | +63.9% | +62.1% |
| 6M | +53.2% | +14.1% | +39.1% | +37.3% |
| YTD | +9.1% | +14.8% | -5.7% | -2.5% |
| 1Y | -36.6% | +21.2% | -57.8% | -45.6% |
| 3Y | +30.9% | +76.6% | -45.7% | -14.9% |
| 5Y | -55.6% | +66.6% | -122.2% | -69.7% |
| 10Y | -68.5% | +222.3% | -290.8% | -85.4% |
| All | -68.5% | +221.4% | -289.9% | -85.4% |
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