+1,238.2%
VST vs RRX
+217.2%
+1,021.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | +9.9% | +4.3% | +5.6% | +8.2% |
| 30D | +7.9% | -8.0% | +15.9% | +11.3% |
| 3M | +3.4% | -22.0% | +25.4% | +12.2% |
| 6M | -4.1% | -11.9% | +7.8% | -1.8% |
| YTD | -5.7% | +17.1% | -22.8% | -14.3% |
| 1Y | -18.9% | +14.9% | -33.8% | -26.3% |
| 3Y | +359.1% | +6.9% | +352.2% | +313.7% |
| 5Y | +766.9% | +19.6% | +747.3% | +621.7% |
| All | +1,238.2% | +217.2% | +1,021.0% | +634.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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