+296.7%
VST vs RRX
+64.5%
+232.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.1% |
| 7D | +6.6% | +4.3% | +2.2% | +4.6% |
| 30D | -12.4% | +12.3% | -24.7% | -16.6% |
| 3M | -9.0% | +3.7% | -12.6% | -10.2% |
| 6M | -6.4% | -13.9% | +7.5% | -1.8% |
| YTD | -17.2% | +26.5% | -43.6% | -29.4% |
| 1Y | -22.0% | +29.3% | -51.3% | -34.7% |
| 3Y | +296.7% | +65.6% | +231.1% | +213.2% |
| All | +296.7% | +64.5% | +232.2% | +213.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling