-37.2%
OXSQ vs VT
+217.6%
-254.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -12.0% | -0.1% | -11.8% | -12.0% |
| 30D | -37.1% | -3.1% | -34.0% | -35.4% |
| 3M | -39.7% | -3.5% | -36.2% | -38.0% |
| 6M | -48.5% | +0.5% | -49.0% | -48.7% |
| YTD | -42.6% | +10.8% | -53.4% | -47.3% |
| 1Y | -47.3% | +11.9% | -59.2% | -52.1% |
| 3Y | -51.5% | +73.0% | -124.5% | -70.1% |
| 5Y | -56.7% | +58.6% | -115.4% | -71.4% |
| 10Y | -37.2% | +219.2% | -256.4% | -76.0% |
| All | -37.2% | +217.6% | -254.9% | -76.0% |
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