-5.3%
OXSQ vs VT
+221.4%
-226.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.1% |
| 7D | -0.7% | +1.0% | -1.8% | -1.6% |
| 30D | -8.5% | -0.2% | -8.3% | -8.4% |
| 3M | +6.8% | +4.5% | +2.3% | +2.7% |
| 6M | -17.9% | +14.1% | -32.0% | -26.3% |
| YTD | -10.5% | +14.8% | -25.3% | -20.1% |
| 1Y | -22.7% | +21.2% | -43.9% | -34.1% |
| 3Y | -24.2% | +76.6% | -100.8% | -53.8% |
| 5Y | -31.5% | +66.6% | -98.1% | -56.5% |
| 10Y | -5.3% | +222.3% | -227.6% | -65.1% |
| All | -5.3% | +221.4% | -226.7% | -65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling