+804.2%
VST vs OSCR
-13.8%
+817.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.4% |
| 6M | -6.4% | +31.5% | -37.9% | -9.6% |
| YTD | -17.2% | +116.1% | -133.3% | -23.8% |
| 1Y | -22.0% | +122.6% | -144.6% | -28.6% |
| 3Y | +296.7% | +356.6% | -60.0% | +233.0% |
| 5Y | +637.6% | +154.9% | +482.7% | +507.4% |
| All | +804.2% | -13.8% | +817.9% | +692.3% |
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 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