-34.9%
VST vs O
+8.1%
-43.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.0% | -16.8% | -12.7% |
| 7D | -15.7% | +5.8% | -21.5% | -14.1% |
| 30D | -17.0% | +10.7% | -27.6% | -14.8% |
| 3M | -15.9% | -4.5% | -11.4% | -14.7% |
| 6M | -25.0% | -4.1% | -20.9% | -23.9% |
| YTD | -25.1% | +9.8% | -34.9% | -20.3% |
| 1Y | -34.9% | +11.3% | -46.2% | -32.0% |
| All | -34.9% | +8.1% | -43.0% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling