+588.9%
VST vs RCL
+247.7%
+341.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.4% | +9.2% | +10.1% |
| 7D | -9.8% | +6.5% | -16.3% | -11.8% |
| 30D | -25.1% | +15.9% | -41.0% | -28.7% |
| 3M | -11.6% | +2.7% | -14.3% | -12.9% |
| 6M | -20.9% | +15.2% | -36.2% | -25.2% |
| YTD | -22.3% | +19.2% | -41.5% | -28.6% |
| 1Y | -32.0% | +31.6% | -63.6% | -39.8% |
| 3Y | +262.4% | +274.2% | -11.8% | +148.0% |
| All | +588.9% | +247.7% | +341.2% | +340.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling