+83.4%
VT vs OSCR
-10.8%
+94.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.4% |
| 7D | -0.7% | -8.8% | +8.1% | -0.1% |
| 30D | -1.7% | -5.6% | +3.8% | -1.5% |
| 3M | -2.3% | +14.8% | -17.1% | -3.4% |
| 6M | +1.5% | +46.0% | -44.4% | -1.6% |
| YTD | +12.0% | +123.5% | -111.4% | +5.0% |
| 1Y | +12.9% | +116.2% | -103.4% | +5.7% |
| 3Y | +74.9% | +351.6% | -276.7% | +48.7% |
| 5Y | +59.9% | +157.5% | -97.6% | +32.1% |
| All | +83.4% | -10.8% | +94.2% | +59.1% |
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 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