-58.8%
OXM vs VT
+69.4%
-128.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | +4.9% |
| 7D | +6.1% | -4.2% | +10.3% | +11.9% |
| 30D | +22.3% | -5.8% | +28.1% | +31.6% |
| 3M | -19.8% | -5.2% | -14.5% | -14.3% |
| 6M | -25.6% | +0.1% | -25.7% | -27.1% |
| YTD | -4.3% | +8.2% | -12.5% | -16.4% |
| 1Y | -14.1% | +10.1% | -24.2% | -27.2% |
| All | -58.8% | +69.4% | -128.2% | -84.3% |
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