+267.1%
RTX vs VST
+1,147.5%
-880.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.1% | +2.4% |
| 7D | -1.7% | -6.0% | +4.3% | -0.8% |
| 30D | +7.7% | -18.8% | +26.5% | +11.5% |
| 3M | -10.3% | -8.0% | -2.3% | -10.0% |
| 6M | +14.6% | -10.9% | +25.5% | +15.0% |
| YTD | +10.4% | -18.3% | +28.7% | +11.5% |
| 1Y | +13.5% | -29.9% | +43.4% | +18.4% |
| 3Y | +158.6% | +290.3% | -131.7% | +40.0% |
| 5Y | +147.3% | +635.3% | -488.0% | +2.5% |
| All | +267.1% | +1,147.5% | -880.3% | +39.4% |
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