+86.7%
VT vs OSCR
-11.8%
+98.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.1% | -0.4% |
| 7D | -0.1% | +4.7% | -4.9% | -0.5% |
| 30D | -0.7% | +14.8% | -15.5% | -1.6% |
| 3M | +4.0% | +16.7% | -12.7% | +2.7% |
| 6M | +12.3% | +127.5% | -115.2% | +5.5% |
| YTD | +14.0% | +121.0% | -107.0% | +7.1% |
| 1Y | +20.3% | +58.4% | -38.1% | +14.8% |
| 3Y | +75.4% | +392.4% | -317.0% | +47.9% |
| 5Y | +66.0% | +80.5% | -14.5% | +38.4% |
| All | +86.7% | -11.8% | +98.5% | +62.2% |
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