+107.8%
VST vs RBRK
+124.5%
-16.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.5% |
| 7D | -0.6% | -7.5% | +6.9% | +1.1% |
| 30D | +1.2% | -10.4% | +11.6% | +2.9% |
| 3M | +1.5% | +21.3% | -19.8% | -5.0% |
| 6M | -6.5% | +50.6% | -57.2% | -18.7% |
| YTD | -7.8% | +13.3% | -21.1% | -13.7% |
| 1Y | -26.9% | +11.2% | -38.1% | -32.3% |
| All | +107.8% | +124.5% | -16.7% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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