-34.9%
VST vs RCL
+27.6%
-62.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.4% | -20.2% | -14.6% |
| 7D | -15.7% | +11.7% | -27.4% | -17.3% |
| 30D | -17.0% | +21.1% | -38.1% | -19.7% |
| 3M | -15.9% | +2.9% | -18.8% | -16.8% |
| 6M | -25.0% | +29.8% | -54.8% | -28.6% |
| YTD | -25.1% | +21.4% | -46.5% | -28.9% |
| 1Y | -34.9% | +32.0% | -66.9% | -39.1% |
| All | -34.9% | +27.6% | -62.4% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 1y: compounded portfolio wealth divided by compounded RCL 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…
1y analysis · Full analysis span regression · 6 months rolling