+652.6%
RSP vs VCLT
+103.4%
+549.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -0.3% | -0.9% | +0.5% | -0.2% |
| 3M | +4.3% | -3.2% | +7.5% | +4.9% |
| 6M | +8.8% | -3.8% | +12.6% | +9.5% |
| YTD | +15.3% | -2.0% | +17.3% | +15.7% |
| 1Y | +18.3% | -0.8% | +19.1% | +18.5% |
| 3Y | +52.8% | +12.3% | +40.5% | +50.5% |
| 5Y | +51.7% | -15.4% | +67.1% | +49.1% |
| 10Y | +208.5% | +15.7% | +192.7% | +222.1% |
| All | +652.6% | +103.4% | +549.1% | +996.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling