-28.5%
VST vs RSG
+22.8%
-51.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | -0.5% | +0.3% | -0.8% | 0.0% |
| 30D | -17.1% | +13.8% | -30.9% | -10.2% |
| 3M | -4.6% | +15.4% | -20.0% | +4.0% |
| 6M | -9.1% | +24.1% | -33.2% | +2.1% |
| YTD | -16.6% | +17.8% | -34.5% | -7.7% |
| All | -28.5% | +22.8% | -51.2% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling