+516.0%
ON vs VST
+1,219.3%
-703.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +7.3% | +1.9% | +6.5% |
| 7D | -1.4% | -0.5% | -0.9% | -1.6% |
| 30D | -10.9% | -17.1% | +6.2% | -5.0% |
| 3M | -14.9% | -4.6% | -10.3% | -14.1% |
| 6M | -33.0% | -9.1% | -24.0% | -30.9% |
| YTD | +27.6% | -16.6% | +44.3% | +33.2% |
| 1Y | +44.5% | -29.5% | +74.0% | +59.1% |
| 3Y | +7.4% | +297.5% | -290.1% | -49.9% |
| 5Y | +18.7% | +654.5% | -635.8% | -58.8% |
| 10Y | +516.0% | +1,205.2% | -689.3% | +63.3% |
| All | +516.0% | +1,219.3% | -703.4% | +63.3% |
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