-63.8%
OXM vs VT
+75.0%
-138.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | 0.0% | -15.7% | -15.7% |
| 7D | -19.4% | +0.4% | -19.9% | -19.9% |
| 30D | -20.5% | +1.0% | -21.5% | -21.6% |
| 3M | -30.7% | +2.4% | -33.1% | -33.4% |
| 6M | -16.5% | +12.0% | -28.5% | -29.4% |
| YTD | -5.2% | +15.3% | -20.5% | -23.3% |
| 1Y | -22.5% | +22.6% | -45.1% | -42.6% |
| All | -63.8% | +75.0% | -138.8% | -83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling