+748.7%
VST vs RGTI
+12.2%
+736.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.6% | +10.3% | +2.4% |
| 7D | +10.9% | -0.9% | +11.8% | +10.9% |
| 30D | -15.6% | -16.2% | +0.5% | -14.6% |
| 3M | -7.8% | -38.6% | +30.8% | -4.9% |
| 6M | -12.0% | -45.8% | +33.9% | -9.3% |
| YTD | -16.9% | -49.8% | +32.9% | -14.6% |
| 1Y | -25.1% | -64.6% | +39.5% | -21.6% |
| 3Y | +297.1% | +1,045.4% | -748.3% | +232.5% |
| 5Y | +641.9% | +6.7% | +635.2% | +563.9% |
| All | +748.7% | +12.2% | +736.5% | +669.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling