+859.4%
VST vs RGTI
+53.9%
+805.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.2% |
| 7D | +5.3% | +2.5% | +2.8% | +5.1% |
| 30D | +5.8% | -13.7% | +19.4% | +6.7% |
| 3M | +3.5% | -22.6% | +26.1% | +4.7% |
| 6M | -7.4% | -13.4% | +6.0% | -7.6% |
| YTD | -6.1% | -31.2% | +25.1% | -5.4% |
| 1Y | -21.6% | -7.6% | -14.0% | -22.9% |
| 3Y | +357.2% | +669.7% | -312.5% | +281.8% |
| 5Y | +777.0% | +57.0% | +720.0% | +704.9% |
| All | +859.4% | +53.9% | +805.4% | +752.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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