+52.5%
VSH vs OSCR
-11.8%
+64.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +1.0% |
| 7D | +3.5% | +4.7% | -1.2% | +3.1% |
| 30D | -4.4% | +14.8% | -19.2% | -5.5% |
| 3M | -45.8% | +16.7% | -62.5% | -46.6% |
| 6M | +90.1% | +127.5% | -37.4% | +75.9% |
| YTD | +120.3% | +121.0% | -0.7% | +103.8% |
| 1Y | +112.2% | +58.4% | +53.8% | +100.3% |
| 3Y | +36.6% | +392.4% | -355.8% | +12.3% |
| 5Y | +67.0% | +80.5% | -13.4% | +37.5% |
| All | +52.5% | -11.8% | +64.2% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling