-47.4%
OXSQ vs VT
+11.9%
-59.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -4.8% | +2.9% | -7.6% | -6.8% |
| 30D | -38.8% | -2.5% | -36.3% | -37.4% |
| 3M | -43.9% | -3.3% | -40.6% | -42.4% |
| 6M | -48.0% | +1.5% | -49.5% | -48.2% |
| YTD | -43.3% | +11.4% | -54.7% | -46.2% |
| 1Y | -47.4% | +11.9% | -59.3% | -50.4% |
| All | -47.4% | +11.9% | -59.3% | -50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling