+40.9%
VSH vs OSCR
+401.8%
-360.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.6% | +6.1% |
| 7D | +4.8% | +1.6% | +3.2% | +4.6% |
| 30D | -0.7% | +10.7% | -11.4% | -1.5% |
| 3M | -43.1% | +13.4% | -56.4% | -43.7% |
| 6M | +91.8% | +144.6% | -52.8% | +76.3% |
| YTD | +131.6% | +128.0% | +3.6% | +113.5% |
| 1Y | +118.1% | +68.7% | +49.4% | +104.4% |
| 3Y | +40.9% | +398.8% | -357.9% | +12.1% |
| All | +40.9% | +401.8% | -360.9% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling