+137.9%
VGT vs OSCR
+96.8%
+41.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -0.2% | +1.6% | -1.8% | -0.3% |
| 30D | -0.4% | +10.7% | -11.1% | -1.5% |
| 3M | +4.4% | +13.4% | -8.9% | +2.7% |
| 6M | +32.1% | +144.6% | -112.5% | +19.4% |
| YTD | +28.8% | +128.0% | -99.3% | +16.8% |
| 1Y | +35.3% | +68.7% | -33.3% | +25.3% |
| 3Y | +124.8% | +398.8% | -274.0% | +72.3% |
| All | +137.9% | +96.8% | +41.1% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling