+69.1%
OXLC vs VT
+365.7%
-296.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.5% | +0.4% | -1.0% | -0.9% |
| 30D | +8.3% | +1.0% | +7.3% | +7.4% |
| 3M | +4.7% | +2.4% | +2.3% | +2.4% |
| 6M | +36.2% | +12.0% | +24.2% | +23.5% |
| YTD | -18.0% | +15.3% | -33.3% | -27.4% |
| 1Y | -27.1% | +22.6% | -49.7% | -38.7% |
| 3Y | -21.6% | +74.7% | -96.2% | -51.4% |
| 5Y | -26.1% | +66.1% | -92.2% | -52.9% |
| 10Y | +19.9% | +225.0% | -205.1% | -51.4% |
| All | +69.1% | +365.7% | -296.6% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling