+118.4%
VUG vs OSCR
-9.0%
+127.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | -0.5% | +1.6% | -2.1% | -0.6% |
| 30D | -1.0% | +10.7% | -11.6% | -1.9% |
| 3M | +3.5% | +13.4% | -9.8% | +2.0% |
| 6M | +14.2% | +144.6% | -130.4% | +4.4% |
| YTD | +8.5% | +128.0% | -119.6% | -0.4% |
| 1Y | +12.9% | +68.7% | -55.8% | +5.4% |
| 3Y | +85.6% | +398.8% | -313.1% | +46.6% |
| 5Y | +78.1% | +87.3% | -9.1% | +38.6% |
| All | +118.4% | -9.0% | +127.4% | +81.6% |
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 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