+227.8%
VST vs RL
+244.8%
-17.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.3% | +1.2% | -2.1% |
| 7D | -19.9% | -4.7% | -15.2% | -18.2% |
| 30D | -29.7% | +3.6% | -33.2% | -31.6% |
| 3M | -19.6% | +0.5% | -20.1% | -20.7% |
| 6M | -29.4% | +6.6% | -36.0% | -33.8% |
| YTD | -29.7% | +8.8% | -38.6% | -35.6% |
| 1Y | -40.0% | +21.8% | -61.8% | -49.3% |
| All | +227.8% | +244.8% | -17.0% | +99.6% |
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