-31.6%
OXLC vs VT
+223.7%
-255.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.6% | +0.6% | +0.4% |
| 7D | -21.8% | +0.4% | -22.2% | -21.2% |
| 30D | -39.2% | -2.6% | -36.6% | -36.7% |
| 3M | -41.0% | -3.2% | -37.7% | -38.2% |
| 6M | -43.1% | +0.9% | -44.1% | -43.3% |
| YTD | -54.8% | +11.3% | -66.1% | -59.7% |
| 1Y | -53.8% | +14.0% | -67.8% | -59.8% |
| 3Y | -56.8% | +75.8% | -132.6% | -77.4% |
| 5Y | -63.6% | +57.8% | -121.4% | -78.7% |
| 10Y | -31.6% | +219.8% | -251.4% | -79.4% |
| All | -31.6% | +223.7% | -255.3% | -79.4% |
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