+109.1%
VST vs RBRK
+142.7%
-33.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.9% | +3.2% |
| 7D | +8.9% | +0.7% | +8.2% | +8.7% |
| 30D | +6.2% | +10.4% | -4.2% | +2.9% |
| 3M | -2.7% | +21.6% | -24.4% | -8.8% |
| 6M | -8.4% | +70.7% | -79.1% | -22.7% |
| YTD | -7.2% | +22.5% | -29.7% | -14.6% |
| 1Y | -20.9% | +8.2% | -29.1% | -26.8% |
| All | +109.1% | +142.7% | -33.6% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling