-32.9%
OXLC vs VT
+215.5%
-248.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | -23.5% | -2.3% | -21.2% | -20.5% |
| 30D | -40.4% | -5.0% | -35.5% | -36.3% |
| 3M | -42.6% | -4.9% | -37.7% | -38.7% |
| 6M | -44.1% | -1.5% | -42.6% | -42.8% |
| YTD | -56.3% | +8.5% | -64.7% | -59.8% |
| 1Y | -55.2% | +11.4% | -66.6% | -60.0% |
| 3Y | -58.2% | +70.1% | -128.3% | -77.3% |
| 5Y | -65.2% | +53.7% | -118.9% | -79.0% |
| All | -32.9% | +215.5% | -248.4% | -79.2% |
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