+651.2%
VST vs RKT
-0.4%
+651.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.6% | +8.9% | +10.5% |
| 7D | -9.8% | +17.7% | -27.5% | -10.8% |
| 30D | -25.1% | +31.6% | -56.8% | -26.6% |
| 3M | -11.6% | +13.9% | -25.5% | -12.5% |
| 6M | -20.9% | +2.8% | -23.7% | -21.5% |
| YTD | -22.3% | -22.2% | -0.1% | -21.7% |
| 1Y | -32.0% | -3.5% | -28.5% | -32.2% |
| 3Y | +262.4% | +95.3% | +167.1% | +246.1% |
| 5Y | +563.4% | -0.4% | +563.8% | +521.4% |
| All | +651.2% | -0.4% | +651.6% | +630.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling