+290.3%
VST vs RL
+260.1%
+30.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -6.0% | +1.3% | -7.3% | -7.1% |
| 30D | -18.8% | +7.6% | -26.4% | -22.5% |
| 3M | -8.0% | -1.5% | -6.5% | -8.1% |
| 6M | -10.9% | +12.1% | -23.0% | -18.6% |
| YTD | -18.3% | +13.9% | -32.2% | -27.0% |
| 1Y | -29.9% | +20.7% | -50.6% | -40.0% |
| 3Y | +290.3% | +260.6% | +29.7% | +132.0% |
| All | +290.3% | +260.1% | +30.2% | +132.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling