-28.5%
VST vs O
+10.4%
-38.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +7.6% |
| 7D | -0.5% | +3.3% | -3.8% | +1.0% |
| 30D | -17.1% | +10.3% | -27.4% | -14.6% |
| 3M | -4.6% | -3.5% | -1.1% | -3.1% |
| 6M | -9.1% | -1.3% | -7.8% | -7.9% |
| YTD | -16.6% | +10.3% | -27.0% | -9.9% |
| All | -28.5% | +10.4% | -38.8% | -23.7% |
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