+568.2%
VST vs RVMD
+609.5%
-41.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.1% | +3.2% | +6.8% |
| 7D | -0.5% | +6.4% | -6.9% | -1.3% |
| 30D | -17.1% | +5.5% | -22.5% | -17.7% |
| 3M | -4.6% | -2.4% | -2.2% | -4.5% |
| 6M | -9.1% | +41.1% | -50.2% | -13.5% |
| YTD | -16.6% | +151.3% | -167.9% | -27.9% |
| 1Y | -29.5% | +228.1% | -257.5% | -41.4% |
| 3Y | +297.5% | +899.8% | -602.2% | +180.7% |
| 5Y | +654.5% | +514.0% | +140.6% | +429.7% |
| All | +568.2% | +609.5% | -41.3% | +287.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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