+209.8%
RSP vs VCLT
+16.9%
+192.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -2.5% | +0.1% | -2.6% | -2.6% |
| 3M | +3.0% | -2.9% | +5.9% | +4.3% |
| 6M | +8.9% | -4.0% | +12.9% | +10.7% |
| YTD | +13.0% | -2.2% | +15.2% | +14.1% |
| 1Y | +16.2% | -2.6% | +18.8% | +17.5% |
| 3Y | +52.7% | +12.3% | +40.4% | +45.7% |
| 5Y | +50.5% | -16.4% | +66.8% | +56.9% |
| 10Y | +209.8% | +18.1% | +191.8% | +208.3% |
| All | +209.8% | +16.9% | +192.9% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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