+291.9%
RTX vs VST
+1,175.7%
-883.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.4% |
| 7D | -5.2% | +8.9% | -14.1% | -6.9% |
| 30D | -9.4% | +6.2% | -15.6% | -10.6% |
| 3M | +12.3% | -2.7% | +15.0% | +12.2% |
| 6M | -3.1% | -8.4% | +5.2% | -2.6% |
| YTD | +10.7% | -7.2% | +17.9% | +10.2% |
| 1Y | +28.4% | -20.9% | +49.3% | +31.1% |
| 3Y | +147.1% | +384.0% | -236.9% | +28.5% |
| 5Y | +167.2% | +757.1% | -589.8% | +8.9% |
| All | +291.9% | +1,175.7% | -883.8% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling