+777.0%
VST vs OSCR
+92.3%
+684.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.1% |
| 7D | +5.3% | +4.7% | +0.6% | +4.9% |
| 30D | +5.8% | +14.8% | -9.0% | +4.5% |
| 3M | +3.5% | +16.7% | -13.2% | +1.8% |
| 6M | -7.4% | +127.5% | -134.9% | -14.9% |
| YTD | -6.1% | +121.0% | -127.1% | -13.5% |
| 1Y | -21.6% | +58.4% | -80.0% | -26.3% |
| 3Y | +357.2% | +392.4% | -35.2% | +281.7% |
| 5Y | +777.0% | +80.5% | +696.6% | +585.7% |
| All | +777.0% | +92.3% | +684.8% | +585.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling