+147.4%
RTX vs VST
+633.9%
-486.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +4.8% | +6.6% | -1.8% | +4.1% |
| 30D | +6.5% | -12.4% | +18.9% | +7.7% |
| 3M | -9.6% | -9.0% | -0.6% | -9.3% |
| 6M | +12.3% | -6.4% | +18.8% | +11.9% |
| YTD | +9.5% | -17.2% | +26.6% | +9.9% |
| 1Y | +15.8% | -22.0% | +37.9% | +17.1% |
| 3Y | +157.0% | +296.7% | -139.7% | +73.7% |
| All | +147.4% | +633.9% | -486.4% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling