+373.4%
VST vs RCL
+179.1%
+194.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.7% | +3.6% |
| 7D | +8.9% | -5.1% | +14.0% | +11.2% |
| 30D | +6.2% | -19.0% | +25.2% | +15.4% |
| 3M | -2.7% | -9.6% | +6.9% | +0.3% |
| 6M | -8.4% | -6.7% | -1.7% | -7.8% |
| YTD | -7.2% | -3.9% | -3.3% | -10.2% |
| 1Y | -20.9% | -25.1% | +4.2% | -13.4% |
| All | +373.4% | +179.1% | +194.3% | +200.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling