-33.5%
VG vs OSCR
+98.2%
-131.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.9% |
| 7D | +9.6% | +1.6% | +8.0% | +9.4% |
| 30D | +15.2% | +10.7% | +4.5% | +14.2% |
| 3M | +24.1% | +13.4% | +10.7% | +22.2% |
| 6M | +27.2% | +144.6% | -117.4% | +15.9% |
| YTD | +132.3% | +128.0% | +4.3% | +111.9% |
| 1Y | +15.7% | +68.7% | -53.0% | +10.1% |
| All | -33.5% | +98.2% | -131.8% | -38.3% |
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