+1,112.0%
VST vs O
+69.5%
+1,042.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.8% | +11.3% | +10.8% |
| 7D | -9.8% | +3.7% | -13.5% | -11.3% |
| 30D | -25.1% | +11.2% | -36.3% | -28.6% |
| 3M | -11.6% | -4.0% | -7.6% | -10.6% |
| 6M | -20.9% | -5.2% | -15.7% | -19.9% |
| YTD | -22.3% | +9.5% | -31.8% | -26.0% |
| 1Y | -32.0% | +10.6% | -42.6% | -35.6% |
| 3Y | +262.4% | +38.1% | +224.3% | +201.3% |
| 5Y | +563.4% | +10.2% | +553.1% | +511.1% |
| All | +1,112.0% | +69.5% | +1,042.5% | +863.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling