+1,164.9%
VST vs RCL
+340.1%
+824.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +6.6% | -1.2% | +7.8% | +6.9% |
| 30D | -12.4% | +17.8% | -30.2% | -16.1% |
| 3M | -9.0% | +4.9% | -13.9% | -10.5% |
| 6M | -6.4% | +23.7% | -30.2% | -11.9% |
| YTD | -17.2% | +17.8% | -35.0% | -22.2% |
| 1Y | -22.0% | +28.9% | -50.9% | -28.6% |
| 3Y | +296.7% | +241.9% | +54.8% | +194.3% |
| 5Y | +637.6% | +295.4% | +342.2% | +404.9% |
| All | +1,164.9% | +340.1% | +824.7% | +690.2% |
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