+1,112.0%
VST vs RCL
+382.5%
+729.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.4% | +9.2% | +10.2% |
| 7D | -9.8% | +6.5% | -16.3% | -11.4% |
| 30D | -25.1% | +15.9% | -41.0% | -28.0% |
| 3M | -11.6% | +2.7% | -14.3% | -12.6% |
| 6M | -20.9% | +15.2% | -36.2% | -24.3% |
| YTD | -22.3% | +19.2% | -41.5% | -27.2% |
| 1Y | -32.0% | +31.6% | -63.6% | -38.0% |
| 3Y | +262.4% | +274.2% | -11.8% | +163.9% |
| 5Y | +563.4% | +250.1% | +313.3% | +365.1% |
| All | +1,112.0% | +382.5% | +729.6% | +665.1% |
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 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