+64.8%
VXUS vs OSCR
-9.0%
+73.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | -1.4% | +1.6% | -3.0% | -1.5% |
| 30D | -0.5% | +10.7% | -11.1% | -1.1% |
| 3M | +2.6% | +13.4% | -10.8% | +1.6% |
| 6M | +10.9% | +144.6% | -133.7% | +4.6% |
| YTD | +16.1% | +128.0% | -111.9% | +9.8% |
| 1Y | +22.3% | +68.7% | -46.4% | +17.0% |
| 3Y | +72.0% | +398.8% | -326.8% | +48.8% |
| 5Y | +54.1% | +87.3% | -33.1% | +31.8% |
| All | +64.8% | -9.0% | +73.7% | +46.4% |
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