-18.9%
VST vs RRX
+13.4%
-32.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +9.9% | +4.3% | +5.6% | +8.5% |
| 30D | +7.9% | -8.0% | +15.9% | +10.6% |
| 3M | +3.4% | -22.0% | +25.4% | +10.3% |
| 6M | -4.1% | -11.9% | +7.8% | -2.5% |
| YTD | -5.7% | +17.1% | -22.8% | -11.8% |
| 1Y | -18.9% | +14.9% | -33.8% | -22.5% |
| All | -18.9% | +13.4% | -32.2% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling