+1,112.0%
VST vs RRC
+59.4%
+1,052.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.9% | +13.5% | +11.0% |
| 7D | -9.8% | -10.8% | +1.0% | -8.0% |
| 30D | -25.1% | +22.3% | -47.5% | -27.9% |
| 3M | -11.6% | +26.6% | -38.2% | -15.4% |
| 6M | -20.9% | +18.9% | -39.9% | -23.7% |
| YTD | -22.3% | +39.2% | -61.5% | -27.4% |
| 1Y | -32.0% | +34.0% | -66.0% | -36.1% |
| 3Y | +262.4% | +42.0% | +220.4% | +239.7% |
| 5Y | +563.4% | +111.9% | +451.5% | +476.6% |
| All | +1,112.0% | +59.4% | +1,052.6% | +895.2% |
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