+1,188.7%
VST vs RRC
+60.0%
+1,128.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.3% |
| 7D | -0.5% | -10.3% | +9.8% | +1.4% |
| 30D | -17.1% | +19.5% | -36.5% | -19.7% |
| 3M | -4.6% | +27.9% | -32.5% | -8.8% |
| 6M | -9.1% | +21.2% | -30.2% | -12.6% |
| YTD | -16.6% | +39.6% | -56.2% | -22.1% |
| 1Y | -29.5% | +31.3% | -60.8% | -33.6% |
| 3Y | +297.5% | +51.9% | +245.6% | +269.1% |
| 5Y | +654.5% | +110.2% | +544.4% | +556.0% |
| All | +1,188.7% | +60.0% | +1,128.7% | +978.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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