+287.3%
RTX vs VST
+929.5%
-642.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -13.8% | +11.2% | +0.1% |
| 7D | +1.3% | -15.7% | +17.0% | +4.6% |
| 30D | +7.6% | -17.0% | +24.6% | +10.8% |
| 3M | -8.6% | -15.9% | +7.2% | -6.5% |
| 6M | +15.6% | -25.0% | +40.6% | +20.4% |
| YTD | +9.4% | -25.1% | +34.5% | +12.6% |
| 1Y | +14.7% | -34.9% | +49.5% | +21.4% |
| 3Y | +154.7% | +252.7% | -98.0% | +42.3% |
| 5Y | +150.9% | +582.3% | -431.4% | +6.7% |
| 10Y | +290.8% | +1,076.6% | -785.8% | +51.4% |
| All | +287.3% | +929.5% | -642.2% | +50.0% |
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