+211.0%
RSP vs VFC
-48.6%
+259.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.6% |
| 7D | +2.4% | +1.6% | +0.7% | +2.0% |
| 30D | +4.3% | +25.5% | -21.2% | -1.4% |
| 3M | -0.3% | +41.3% | -41.6% | -8.5% |
| 6M | +9.8% | +22.2% | -12.4% | +3.3% |
| YTD | +16.8% | +16.4% | +0.4% | +10.3% |
| 1Y | +19.5% | +38.4% | -18.9% | +7.7% |
| 3Y | +65.1% | +56.2% | +8.9% | +26.2% |
| 5Y | +48.7% | -68.2% | +116.9% | +98.4% |
| All | +211.0% | -48.6% | +259.6% | +247.4% |
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