+1,142.3%
VST vs RL
+347.1%
+795.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.2% |
| 7D | +10.9% | -4.4% | +15.3% | +12.6% |
| 30D | -15.6% | +5.6% | -21.2% | -17.3% |
| 3M | -7.8% | -0.6% | -7.1% | -8.1% |
| 6M | -12.0% | +15.5% | -27.4% | -16.9% |
| YTD | -16.9% | +12.3% | -29.3% | -21.2% |
| 1Y | -25.1% | +19.3% | -44.4% | -30.4% |
| 3Y | +297.1% | +255.5% | +41.5% | +175.2% |
| 5Y | +641.9% | +247.1% | +394.9% | +402.5% |
| 10Y | +1,142.3% | +346.0% | +796.3% | +622.4% |
| All | +1,142.3% | +347.1% | +795.2% | +622.4% |
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