+408.1%
ON vs VST
+866.2%
-458.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -6.2% | -5.4% | -9.3% |
| 7D | -16.3% | -19.9% | +3.7% | -9.5% |
| 30D | -27.0% | -29.7% | +2.7% | -17.5% |
| 3M | -18.1% | -19.6% | +1.5% | -12.0% |
| 6M | -38.6% | -29.4% | -9.2% | -30.8% |
| YTD | +16.4% | -29.7% | +46.1% | +29.3% |
| 1Y | +25.8% | -40.0% | +65.9% | +46.9% |
| 3Y | -7.7% | +231.0% | -238.7% | -53.5% |
| 5Y | +6.6% | +500.1% | -493.5% | -59.2% |
| 10Y | +444.6% | +1,004.2% | -559.6% | +56.6% |
| All | +408.1% | +866.2% | -458.0% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling