+640.7%
VST vs RPRX
+79.2%
+561.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.2% | +5.1% | +7.0% |
| 7D | -0.5% | +3.4% | -3.9% | -0.9% |
| 30D | -17.1% | +20.8% | -37.9% | -19.2% |
| 3M | -4.6% | +21.6% | -26.2% | -7.1% |
| 6M | -9.1% | +36.5% | -45.6% | -13.2% |
| YTD | -16.6% | +80.4% | -97.0% | -24.0% |
| 1Y | -29.5% | +81.8% | -111.3% | -35.8% |
| 3Y | +297.5% | +170.9% | +126.7% | +232.5% |
| 5Y | +654.5% | +95.2% | +559.4% | +578.6% |
| All | +640.7% | +79.2% | +561.6% | +564.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 10y: compounded portfolio wealth divided by compounded RPRX 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…
10y analysis · Full analysis span regression · 6 months rolling