+290.3%
VST vs RKT
+92.6%
+197.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.8% | -1.6% |
| 7D | -6.0% | +4.6% | -10.7% | -6.5% |
| 30D | -18.8% | +25.9% | -44.6% | -20.8% |
| 3M | -8.0% | +5.0% | -13.0% | -8.7% |
| 6M | -10.9% | -7.9% | -3.0% | -10.9% |
| YTD | -18.3% | -25.4% | +7.0% | -16.9% |
| 1Y | -29.9% | -15.4% | -14.5% | -29.3% |
| 3Y | +290.3% | +83.3% | +207.0% | +266.5% |
| All | +290.3% | +92.6% | +197.7% | +266.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling