+5.0%
VCIT vs OSCR
-9.5%
+14.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -0.8% |
| 7D | -1.0% | +1.1% | -2.1% | -1.1% |
| 30D | -1.3% | +16.5% | -17.8% | -1.5% |
| 3M | -1.6% | +17.0% | -18.5% | -1.8% |
| 6M | -2.3% | +145.0% | -147.2% | -3.6% |
| YTD | -1.7% | +126.7% | -128.4% | -3.0% |
| 1Y | -0.7% | +67.2% | -68.0% | -1.7% |
| 3Y | +18.1% | +405.1% | -387.0% | +13.9% |
| 5Y | +2.4% | +86.2% | -83.8% | -1.3% |
| All | +5.0% | -9.5% | +14.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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