+535.7%
ON vs VST
+1,174.0%
-638.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.8% | +1.5% |
| 7D | -4.1% | -6.0% | +1.9% | -2.3% |
| 30D | -10.2% | -18.8% | +8.5% | -3.6% |
| 3M | -12.7% | -8.0% | -4.7% | -10.8% |
| 6M | -32.5% | -10.9% | -21.6% | -29.9% |
| YTD | +28.6% | -18.3% | +46.9% | +35.1% |
| 1Y | +43.4% | -29.9% | +73.3% | +58.3% |
| 3Y | +3.3% | +290.3% | -287.0% | -51.5% |
| 5Y | +22.5% | +635.3% | -612.8% | -57.1% |
| 10Y | +535.7% | +1,162.4% | -626.7% | +68.0% |
| All | +535.7% | +1,174.0% | -638.3% | +68.0% |
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