-18.9%
VST vs RSG
-2.3%
-16.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.3% |
| 7D | +9.9% | -0.7% | +10.6% | +9.4% |
| 30D | +7.9% | +3.3% | +4.6% | +10.1% |
| 3M | +3.4% | +8.5% | -5.0% | +8.8% |
| 6M | -4.1% | -3.5% | -0.6% | -4.4% |
| YTD | -5.7% | +5.5% | -11.2% | -0.9% |
| 1Y | -18.9% | -1.7% | -17.1% | -21.4% |
| All | -18.9% | -2.3% | -16.6% | -21.4% |
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