+913.2%
VST vs OSCR
-10.4%
+923.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.9% | +5.8% | +3.1% | +8.4% |
| 30D | +6.2% | +7.1% | -0.9% | +5.5% |
| 3M | -2.7% | +36.7% | -39.4% | -5.7% |
| 6M | -8.4% | +114.3% | -122.6% | -15.2% |
| YTD | -7.2% | +124.4% | -131.6% | -14.5% |
| 1Y | -20.9% | +75.5% | -96.4% | -26.2% |
| 3Y | +384.0% | +390.1% | -6.1% | +304.5% |
| 5Y | +757.1% | +77.1% | +680.0% | +619.6% |
| All | +913.2% | -10.4% | +923.7% | +788.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling