+67.4%
VT vs OSCR
+90.7%
-23.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | +5.8% | -5.4% | 0.0% |
| 30D | +1.0% | +7.1% | -6.1% | +0.4% |
| 3M | +2.4% | +36.7% | -34.3% | -0.2% |
| 6M | +12.0% | +114.3% | -102.3% | +5.3% |
| YTD | +15.3% | +124.4% | -109.1% | +7.9% |
| 1Y | +22.6% | +75.5% | -52.9% | +15.8% |
| 3Y | +74.7% | +390.1% | -315.5% | +45.4% |
| All | +67.4% | +90.7% | -23.3% | +36.6% |
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 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