+1,216.9%
VST vs RL
+322.3%
+894.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.9% |
| 7D | +8.9% | -0.8% | +9.7% | +9.2% |
| 30D | +6.2% | -7.8% | +14.0% | +8.9% |
| 3M | -2.7% | -4.0% | +1.3% | -1.8% |
| 6M | -8.4% | -1.9% | -6.5% | -8.7% |
| YTD | -7.2% | -0.2% | -7.0% | -8.1% |
| 1Y | -20.9% | +10.7% | -31.6% | -24.4% |
| 3Y | +384.0% | +210.8% | +173.2% | +251.2% |
| 5Y | +757.1% | +238.2% | +518.8% | +489.5% |
| All | +1,216.9% | +322.3% | +894.6% | +683.7% |
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 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