+78.5%
VUG vs OSCR
+96.8%
-18.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.0% |
| 3M | +3.5% | +13.4% | -9.8% | +1.9% |
| 6M | +14.2% | +144.6% | -130.4% | +3.9% |
| YTD | +8.5% | +128.0% | -119.6% | -0.9% |
| 1Y | +12.9% | +68.7% | -55.8% | +5.1% |
| 3Y | +85.6% | +398.8% | -313.1% | +43.8% |
| All | +78.5% | +96.8% | -18.3% | +36.2% |
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 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