+1,216.9%
VST vs RRC
+14.1%
+1,202.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +8.9% | +1.3% | +7.6% | +8.7% |
| 30D | +6.2% | +10.1% | -3.9% | +4.4% |
| 3M | -2.7% | +4.0% | -6.7% | -3.6% |
| 6M | -8.4% | +1.6% | -9.9% | -9.0% |
| YTD | -7.2% | +19.7% | -26.9% | -10.7% |
| 1Y | -20.9% | +21.4% | -42.3% | -24.3% |
| 3Y | +384.0% | +29.7% | +354.3% | +362.5% |
| 5Y | +757.1% | +153.9% | +603.2% | +635.2% |
| All | +1,216.9% | +14.1% | +1,202.7% | +1,027.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling