-41.1%
OXSQ vs VT
+221.8%
-262.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.8% |
| 7D | -12.6% | +2.4% | -15.0% | -14.4% |
| 30D | -41.8% | -1.5% | -40.3% | -41.1% |
| 3M | -44.9% | -4.1% | -40.8% | -43.1% |
| 6M | -49.8% | +0.6% | -50.3% | -49.9% |
| YTD | -46.1% | +11.0% | -57.2% | -50.6% |
| 1Y | -49.5% | +13.3% | -62.9% | -54.6% |
| 3Y | -55.0% | +73.4% | -128.3% | -72.2% |
| 5Y | -59.6% | +57.4% | -117.0% | -73.1% |
| All | -41.1% | +221.8% | -262.9% | -77.4% |
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 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