+590.3%
VST vs RPRX
+75.3%
+515.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.4% | +10.9% | +10.6% |
| 7D | -9.8% | +0.2% | -10.0% | -9.9% |
| 30D | -25.1% | +18.6% | -43.7% | -26.9% |
| 3M | -11.6% | +18.0% | -29.6% | -13.6% |
| 6M | -20.9% | +33.8% | -54.7% | -24.4% |
| YTD | -22.3% | +76.6% | -98.9% | -29.0% |
| 1Y | -32.0% | +68.2% | -100.2% | -37.4% |
| 3Y | +262.4% | +161.5% | +100.8% | +204.8% |
| 5Y | +563.4% | +91.4% | +472.0% | +497.9% |
| All | +590.3% | +75.3% | +515.0% | +520.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling