+452.4%
ON vs VST
+1,112.0%
-659.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.6% | -10.1% | -3.3% |
| 7D | -11.7% | -9.8% | -1.9% | -8.7% |
| 30D | -23.3% | -25.1% | +1.9% | -15.3% |
| 3M | -19.2% | -11.6% | -7.6% | -16.3% |
| 6M | -40.1% | -20.9% | -19.2% | -35.3% |
| YTD | +16.9% | -22.3% | +39.2% | +25.0% |
| 1Y | +29.7% | -32.0% | +61.7% | +44.5% |
| 3Y | -4.4% | +262.4% | -266.8% | -53.8% |
| 5Y | +7.1% | +563.4% | -556.3% | -61.0% |
| All | +452.4% | +1,112.0% | -659.6% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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