+1,205.2%
VST vs RL
+397.7%
+807.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.8% | +1.5% | +5.4% |
| 7D | -0.5% | +0.2% | -0.8% | -0.8% |
| 30D | -17.1% | +7.3% | -24.4% | -19.2% |
| 3M | -4.6% | +1.0% | -5.6% | -5.4% |
| 6M | -9.1% | +11.8% | -20.8% | -13.3% |
| YTD | -16.6% | +13.6% | -30.2% | -21.2% |
| 1Y | -29.5% | +24.0% | -53.5% | -35.3% |
| 3Y | +297.5% | +256.6% | +40.9% | +175.1% |
| 5Y | +654.5% | +240.2% | +414.3% | +412.9% |
| 10Y | +1,205.2% | +373.0% | +832.3% | +665.2% |
| All | +1,205.2% | +397.7% | +807.6% | +665.2% |
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