+608.4%
VST vs RVMD
+425.4%
+183.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.8% |
| 7D | +6.6% | -10.4% | +17.0% | +7.9% |
| 30D | -12.4% | -11.0% | -1.4% | -11.2% |
| 3M | -9.0% | -14.7% | +5.7% | -7.5% |
| 6M | -6.4% | +14.9% | -21.4% | -8.2% |
| YTD | -17.2% | +116.3% | -133.5% | -25.5% |
| 1Y | -22.0% | +167.6% | -189.6% | -31.8% |
| 3Y | +296.7% | +776.8% | -480.1% | +201.5% |
| All | +608.4% | +425.4% | +183.0% | +420.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling