+373.4%
VST vs OMC
+15.0%
+358.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +3.8% |
| 7D | +8.9% | -6.4% | +15.3% | +9.7% |
| 30D | +6.2% | +1.1% | +5.1% | +5.9% |
| 3M | -2.7% | +10.4% | -13.1% | -4.8% |
| 6M | -8.4% | -1.7% | -6.6% | -8.4% |
| YTD | -7.2% | +4.4% | -11.6% | -8.4% |
| 1Y | -20.9% | +8.4% | -29.3% | -22.8% |
| All | +373.4% | +15.0% | +358.4% | +372.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling