-29.3%
VST vs OSCR
+58.2%
-87.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -2.9% |
| 7D | +2.0% | +1.1% | +0.9% | +1.9% |
| 30D | +1.5% | +16.5% | -15.0% | +0.2% |
| 3M | +6.3% | +17.0% | -10.7% | +4.6% |
| 6M | -10.3% | +145.0% | -155.3% | -22.2% |
| YTD | -8.6% | +126.7% | -135.3% | -19.4% |
| 1Y | -29.3% | +67.2% | -96.6% | -36.3% |
| All | -29.3% | +58.2% | -87.5% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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