+1,112.0%
VST vs RL
+356.1%
+755.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.4% | +11.9% | +11.0% |
| 7D | -9.8% | -4.2% | -5.7% | -8.8% |
| 30D | -25.1% | +4.3% | -29.4% | -26.5% |
| 3M | -11.6% | -4.6% | -7.0% | -10.8% |
| 6M | -20.9% | +1.7% | -22.6% | -22.3% |
| YTD | -22.3% | +7.3% | -29.7% | -25.2% |
| 1Y | -32.0% | +20.8% | -52.8% | -37.2% |
| 3Y | +262.4% | +247.0% | +15.4% | +153.6% |
| 5Y | +563.4% | +225.5% | +337.9% | +358.0% |
| All | +1,112.0% | +356.1% | +755.9% | +620.7% |
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