+267.0%
RTX vs VST
+1,112.0%
-845.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.6% | -11.8% | -3.3% |
| 7D | -5.1% | -9.8% | +4.7% | -3.5% |
| 30D | +5.1% | -25.1% | +30.3% | +10.6% |
| 3M | -14.8% | -11.6% | -3.2% | -13.8% |
| 6M | +8.0% | -20.9% | +29.0% | +11.2% |
| YTD | +4.5% | -22.3% | +26.8% | +6.6% |
| 1Y | +9.8% | -32.0% | +41.9% | +15.2% |
| 3Y | +144.2% | +262.4% | -118.2% | +34.8% |
| 5Y | +131.4% | +563.4% | -431.9% | -1.0% |
| All | +267.0% | +1,112.0% | -845.0% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling