+662.1%
RSP vs VCLT
+102.7%
+559.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | +3.7% | +3.4% | +0.3% | +3.1% |
| 3M | +0.8% | -0.9% | +1.6% | +0.9% |
| 6M | +9.1% | -3.1% | +12.2% | +9.7% |
| YTD | +16.7% | -2.4% | +19.1% | +17.2% |
| 1Y | +19.7% | -2.7% | +22.3% | +20.2% |
| 3Y | +66.7% | +16.9% | +49.8% | +63.6% |
| 5Y | +48.7% | -17.0% | +65.7% | +46.2% |
| 10Y | +215.6% | +22.1% | +193.4% | +238.6% |
| All | +662.1% | +102.7% | +559.4% | +1,010.6% |
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