+706.0%
VST vs RKT
+0.4%
+705.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +7.3% |
| 7D | -0.5% | +10.3% | -10.8% | -1.2% |
| 30D | -17.1% | +32.3% | -49.4% | -18.6% |
| 3M | -4.6% | +10.7% | -15.3% | -5.4% |
| 6M | -9.1% | -3.2% | -5.9% | -9.4% |
| YTD | -16.6% | -21.5% | +4.9% | -16.0% |
| 1Y | -29.5% | -6.0% | -23.5% | -29.6% |
| 3Y | +297.5% | +104.2% | +193.3% | +278.9% |
| 5Y | +654.5% | +2.5% | +652.1% | +606.9% |
| All | +706.0% | +0.4% | +705.6% | +683.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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