+897.3%
VST vs RL
+360.3%
+537.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.3% | +1.2% | -3.8% |
| 7D | -19.9% | -4.7% | -15.2% | -18.9% |
| 30D | -29.7% | +3.6% | -33.2% | -30.7% |
| 3M | -19.6% | +0.5% | -20.1% | -20.2% |
| 6M | -29.4% | +6.6% | -36.0% | -31.7% |
| YTD | -29.7% | +8.8% | -38.6% | -32.6% |
| 1Y | -40.0% | +21.8% | -61.8% | -44.7% |
| 3Y | +231.0% | +245.8% | -14.8% | +131.4% |
| 5Y | +500.1% | +230.0% | +270.1% | +312.1% |
| 10Y | +1,004.2% | +369.4% | +634.8% | +532.8% |
| All | +897.3% | +360.3% | +537.0% | +474.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling