+1,232.7%
VST vs RSG
+419.8%
+812.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +5.8% | +3.7% | +2.1% | +3.7% |
| 3M | +3.5% | +6.2% | -2.7% | -0.6% |
| 6M | -7.4% | -2.8% | -4.6% | -7.2% |
| YTD | -6.1% | +5.9% | -12.0% | -10.8% |
| 1Y | -21.6% | -1.8% | -19.9% | -22.6% |
| 3Y | +357.2% | +57.5% | +299.7% | +226.4% |
| 5Y | +777.0% | +91.1% | +686.0% | +440.4% |
| All | +1,232.7% | +419.8% | +812.9% | +440.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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