+62.9%
ON vs VST
+761.6%
-698.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | -0.1% |
| 7D | +2.4% | +8.9% | -6.5% | -0.4% |
| 30D | -3.3% | +6.2% | -9.5% | -5.2% |
| 3M | -43.6% | -2.7% | -40.8% | -42.9% |
| 6M | +19.0% | -8.4% | +27.3% | +21.9% |
| YTD | +37.4% | -7.2% | +44.6% | +39.0% |
| 1Y | +54.8% | -20.9% | +75.7% | +62.8% |
| 3Y | -25.2% | +384.0% | -409.2% | -67.1% |
| All | +62.9% | +761.6% | -698.7% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling