+577.7%
RSG vs VTEB
+25.5%
+552.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | 0.0% | -0.9% | +0.9% | +0.7% |
| 30D | +4.0% | -2.5% | +6.5% | +5.8% |
| 3M | +7.4% | -3.0% | +10.3% | +9.7% |
| 6M | +0.1% | -2.1% | +2.2% | +1.6% |
| YTD | +6.0% | -1.5% | +7.5% | +7.1% |
| 1Y | -3.0% | +0.2% | -3.1% | -3.2% |
| 3Y | +56.5% | +8.6% | +47.9% | +46.8% |
| 5Y | +90.9% | +1.2% | +89.7% | +89.0% |
| 10Y | +428.7% | +18.1% | +410.7% | +452.5% |
| All | +577.7% | +25.5% | +552.2% | +688.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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