+274.5%
RTX vs VST
+866.2%
-591.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.2% | +2.9% | -2.1% |
| 7D | -3.8% | -19.9% | +16.1% | +0.4% |
| 30D | +4.7% | -29.7% | +34.4% | +11.6% |
| 3M | -13.4% | -19.6% | +6.2% | -10.5% |
| 6M | +11.8% | -29.4% | +41.2% | +17.9% |
| YTD | +5.8% | -29.7% | +35.5% | +10.3% |
| 1Y | +11.9% | -40.0% | +52.0% | +20.6% |
| 3Y | +146.3% | +231.0% | -84.7% | +39.4% |
| 5Y | +134.3% | +500.1% | -365.8% | +3.5% |
| 10Y | +277.9% | +1,004.2% | -726.3% | +48.3% |
| All | +274.5% | +866.2% | -591.7% | +46.9% |
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