-62.6%
OXM vs VT
+53.2%
-115.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | +4.6% |
| 7D | +6.1% | -4.2% | +10.3% | +11.6% |
| 30D | +22.3% | -5.8% | +28.1% | +31.1% |
| 3M | -19.8% | -5.2% | -14.5% | -14.6% |
| 6M | -25.6% | +0.1% | -25.7% | -26.8% |
| YTD | -4.3% | +8.2% | -12.5% | -14.7% |
| 1Y | -14.1% | +10.1% | -24.2% | -25.3% |
| 3Y | -59.7% | +69.7% | -129.4% | -79.0% |
| 5Y | -62.6% | +53.4% | -115.9% | -78.4% |
| All | -62.6% | +53.2% | -115.7% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling