+142.2%
OXM vs VT
+345.0%
-202.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | +4.4% |
| 7D | +6.1% | -4.2% | +10.3% | +11.4% |
| 30D | +22.3% | -5.8% | +28.1% | +30.7% |
| 3M | -19.8% | -5.2% | -14.5% | -14.8% |
| 6M | -25.6% | +0.1% | -25.7% | -26.5% |
| YTD | -4.3% | +8.2% | -12.5% | -13.7% |
| 1Y | -14.1% | +10.1% | -24.2% | -24.2% |
| 3Y | -59.7% | +69.7% | -129.4% | -78.1% |
| 5Y | -62.6% | +53.4% | -115.9% | -77.0% |
| 10Y | -33.1% | +219.2% | -252.3% | -81.7% |
| All | +142.2% | +345.0% | -202.7% | -49.7% |
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