-36.3%
OXM vs VT
+215.5%
-251.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.7% |
| 7D | +4.1% | -2.3% | +6.4% | +7.0% |
| 30D | +19.6% | -5.0% | +24.6% | +26.8% |
| 3M | -19.7% | -4.9% | -14.8% | -15.0% |
| 6M | -32.8% | -1.5% | -31.2% | -32.4% |
| YTD | -7.5% | +8.5% | -16.0% | -17.4% |
| 1Y | -12.7% | +11.4% | -24.1% | -24.7% |
| 3Y | -60.2% | +70.1% | -130.3% | -79.1% |
| 5Y | -63.8% | +53.7% | -117.6% | -78.4% |
| All | -36.3% | +215.5% | -251.8% | -79.8% |
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