+359.1%
VST vs OSCR
+402.4%
-43.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +1.4% |
| 7D | +9.9% | +10.7% | -0.8% | +8.9% |
| 30D | +7.9% | +18.3% | -10.4% | +6.3% |
| 3M | +3.4% | +20.5% | -17.1% | +1.3% |
| 6M | -4.1% | +138.5% | -142.6% | -13.3% |
| YTD | -5.7% | +129.7% | -135.4% | -14.4% |
| 1Y | -18.9% | +62.8% | -81.7% | -24.6% |
| 3Y | +359.1% | +411.8% | -52.7% | +288.3% |
| All | +359.1% | +402.4% | -43.4% | +288.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling