+227.8%
VST vs RCL
+261.4%
-33.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.1% | -3.0% | -4.9% |
| 7D | -19.9% | +3.9% | -23.8% | -21.6% |
| 30D | -29.7% | +11.8% | -41.4% | -33.3% |
| 3M | -19.6% | -0.8% | -18.7% | -20.0% |
| 6M | -29.4% | +23.6% | -53.0% | -36.9% |
| YTD | -29.7% | +17.6% | -47.3% | -38.0% |
| 1Y | -40.0% | +28.3% | -68.3% | -50.1% |
| All | +227.8% | +261.4% | -33.6% | +73.9% |
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