+1,162.4%
VST vs RCL
+381.8%
+780.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | -6.0% | +8.5% | -14.5% | -8.0% |
| 30D | -18.8% | +20.4% | -39.2% | -22.5% |
| 3M | -8.0% | +11.0% | -19.0% | -10.7% |
| 6M | -10.9% | +24.9% | -35.8% | -16.3% |
| YTD | -18.3% | +23.9% | -42.2% | -24.2% |
| 1Y | -29.9% | +30.8% | -60.7% | -36.0% |
| 3Y | +290.3% | +270.4% | +19.9% | +184.6% |
| 5Y | +635.3% | +296.1% | +339.2% | +402.4% |
| 10Y | +1,162.4% | +375.0% | +787.3% | +682.3% |
| All | +1,162.4% | +381.8% | +780.6% | +682.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling