+215.6%
RSP vs VFC
-44.8%
+260.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.6% |
| 7D | +0.4% | +7.7% | -7.2% | -1.3% |
| 30D | +3.7% | +39.2% | -35.5% | -4.3% |
| 3M | +0.8% | +40.3% | -39.5% | -7.4% |
| 6M | +9.1% | +11.4% | -2.3% | +5.0% |
| YTD | +16.7% | +17.5% | -0.8% | +10.0% |
| 1Y | +19.7% | +45.9% | -26.2% | +6.5% |
| 3Y | +66.7% | +47.3% | +19.4% | +30.0% |
| 5Y | +48.7% | -67.2% | +115.9% | +96.3% |
| 10Y | +215.6% | -46.1% | +261.6% | +250.2% |
| All | +215.6% | -44.8% | +260.3% | +250.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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