+296.7%
VST vs OSCR
+339.8%
-43.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.9% |
| 7D | +6.6% | +1.3% | +5.3% | +6.5% |
| 30D | -12.4% | -9.5% | -2.8% | -11.9% |
| 3M | -9.0% | +0.9% | -9.9% | -9.5% |
| 6M | -6.4% | +31.5% | -37.9% | -10.0% |
| YTD | -17.2% | +116.1% | -133.3% | -25.0% |
| 1Y | -22.0% | +122.6% | -144.6% | -29.8% |
| 3Y | +296.7% | +356.6% | -60.0% | +249.5% |
| All | +296.7% | +339.8% | -43.1% | +249.5% |
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