+1,179.1%
VST vs RL
+342.1%
+837.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +19.2% | +2.4% | +16.8% | +18.2% |
| 30D | -17.2% | +4.6% | -21.7% | -18.6% |
| 3M | -8.1% | -1.1% | -7.0% | -8.3% |
| 6M | -8.1% | +16.5% | -24.7% | -13.6% |
| YTD | -16.3% | +11.4% | -27.7% | -20.3% |
| 1Y | -24.1% | +16.1% | -40.2% | -28.9% |
| 3Y | +300.2% | +252.6% | +47.6% | +177.7% |
| 5Y | +645.9% | +244.9% | +401.0% | +405.4% |
| All | +1,179.1% | +342.1% | +837.0% | +667.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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