-4.9%
ON vs VST
+229.5%
-234.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -6.2% | -5.4% | -9.8% |
| 7D | -16.3% | -19.9% | +3.7% | -10.9% |
| 30D | -27.0% | -29.7% | +2.7% | -19.5% |
| 3M | -18.1% | -19.6% | +1.5% | -13.2% |
| 6M | -38.6% | -29.4% | -9.2% | -32.4% |
| YTD | +16.4% | -29.7% | +46.1% | +26.8% |
| 1Y | +25.8% | -40.0% | +65.9% | +42.1% |
| All | -4.9% | +229.5% | -234.3% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling