+1,112.0%
VST vs OMC
+52.3%
+1,059.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.8% | +11.4% | +10.8% |
| 7D | -9.8% | +6.3% | -16.1% | -11.6% |
| 30D | -25.1% | +15.4% | -40.5% | -28.4% |
| 3M | -11.6% | +5.8% | -17.3% | -13.7% |
| 6M | -20.9% | +14.7% | -35.6% | -25.4% |
| YTD | -22.3% | +10.3% | -32.6% | -26.4% |
| 1Y | -32.0% | +23.2% | -55.2% | -38.2% |
| 3Y | +262.4% | +24.6% | +237.8% | +220.7% |
| 5Y | +563.4% | +50.1% | +513.3% | +429.6% |
| All | +1,112.0% | +52.3% | +1,059.7% | +835.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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