+51.5%
RSP vs VCLT
-15.1%
+66.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -1.5% | -0.6% | -1.0% | -1.3% |
| 3M | +4.8% | -2.2% | +7.0% | +6.0% |
| 6M | +10.3% | -2.9% | +13.2% | +11.9% |
| YTD | +14.1% | -2.1% | +16.1% | +15.3% |
| 1Y | +17.0% | -2.6% | +19.6% | +18.5% |
| 3Y | +54.2% | +12.5% | +41.7% | +45.6% |
| 5Y | +51.5% | -15.3% | +66.8% | +47.0% |
| All | +51.5% | -15.1% | +66.6% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling