-32.0%
VST vs RL
+16.8%
-48.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.4% | +11.9% | +10.9% |
| 7D | -9.8% | -4.2% | -5.7% | -8.9% |
| 30D | -25.1% | +4.3% | -29.4% | -26.4% |
| 3M | -11.6% | -4.6% | -7.0% | -10.4% |
| 6M | -20.9% | +1.7% | -22.6% | -22.3% |
| YTD | -22.3% | +7.3% | -29.7% | -26.3% |
| 1Y | -32.0% | +20.8% | -52.8% | -35.8% |
| All | -32.0% | +16.8% | -48.8% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling