+4.5%
VCIT vs OSCR
-13.8%
+18.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.1% |
| 7D | -1.4% | +1.3% | -2.7% | -1.5% |
| 30D | +0.6% | -9.5% | +10.1% | +0.7% |
| 3M | -2.2% | +0.9% | -3.1% | -2.3% |
| 6M | -2.3% | +31.5% | -33.8% | -2.8% |
| YTD | -2.2% | +116.1% | -118.3% | -3.4% |
| 1Y | -1.4% | +122.6% | -123.9% | -2.7% |
| 3Y | +18.7% | +356.6% | -337.9% | +14.7% |
| 5Y | +3.6% | +154.9% | -151.3% | -0.5% |
| All | +4.5% | -13.8% | +18.2% | +2.0% |
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