+1,205.2%
VST vs O
+69.9%
+1,135.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +7.0% |
| 7D | -0.5% | +3.3% | -3.8% | -2.0% |
| 30D | -17.1% | +10.3% | -27.4% | -20.6% |
| 3M | -4.6% | -3.5% | -1.1% | -3.7% |
| 6M | -9.1% | -1.3% | -7.8% | -9.4% |
| YTD | -16.6% | +10.3% | -27.0% | -20.9% |
| 1Y | -29.5% | +10.4% | -39.9% | -33.2% |
| 3Y | +297.5% | +40.0% | +257.5% | +228.6% |
| 5Y | +654.5% | +12.4% | +642.2% | +589.2% |
| 10Y | +1,205.2% | +78.2% | +1,127.0% | +951.2% |
| All | +1,205.2% | +69.9% | +1,135.4% | +951.2% |
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