+140.0%
OXM vs VT
+374.2%
-234.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.5% |
| 3M | -30.7% | +2.4% | -33.1% | -33.3% |
| 6M | -16.5% | +12.0% | -28.5% | -27.5% |
| YTD | -5.2% | +15.3% | -20.5% | -20.4% |
| 1Y | -22.5% | +22.6% | -45.1% | -39.2% |
| 3Y | -65.1% | +74.7% | -139.8% | -81.6% |
| 5Y | -60.4% | +66.1% | -126.6% | -77.8% |
| 10Y | -42.6% | +225.0% | -267.6% | -84.6% |
| All | +140.0% | +374.2% | -234.2% | -53.6% |
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