+81.4%
VT vs OSCR
-7.0%
+88.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -0.7% |
| 7D | -0.1% | +3.3% | -3.4% | -0.4% |
| 30D | -3.1% | +0.3% | -3.4% | -3.2% |
| 3M | -3.5% | +21.0% | -24.5% | -4.9% |
| 6M | +0.5% | +57.1% | -56.6% | -3.1% |
| YTD | +10.8% | +132.9% | -122.1% | +3.6% |
| 1Y | +11.9% | +129.1% | -117.2% | +4.4% |
| 3Y | +73.0% | +370.7% | -297.8% | +46.6% |
| 5Y | +58.6% | +102.6% | -44.0% | +31.5% |
| All | +81.4% | -7.0% | +88.4% | +56.9% |
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