+1,216.9%
VST vs RSG
+420.4%
+796.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +4.1% |
| 7D | +8.9% | +0.3% | +8.6% | +8.7% |
| 30D | +6.2% | +7.6% | -1.4% | +2.2% |
| 3M | -2.7% | +7.4% | -10.2% | -7.2% |
| 6M | -8.4% | -3.3% | -5.1% | -7.9% |
| YTD | -7.2% | +6.0% | -13.2% | -11.9% |
| 1Y | -20.9% | -3.7% | -17.2% | -20.9% |
| 3Y | +384.0% | +59.1% | +324.9% | +243.3% |
| 5Y | +757.1% | +89.0% | +668.0% | +432.4% |
| All | +1,216.9% | +420.4% | +796.5% | +433.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling