+60.4%
RSG vs VLTO
+27.2%
+33.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | +0.3% | -2.3% | +2.6% | +0.8% |
| 30D | +7.6% | -0.9% | +8.5% | +7.8% |
| 3M | +7.4% | +13.8% | -6.4% | +4.5% |
| 6M | -3.3% | +2.0% | -5.3% | -3.9% |
| YTD | +6.0% | -3.2% | +9.2% | +6.3% |
| 1Y | -3.7% | -9.2% | +5.5% | -2.3% |
| All | +60.4% | +27.2% | +33.2% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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