+204.4%
RSP vs VFC
-69.1%
+273.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.6% |
| 7D | -0.4% | +0.8% | -1.2% | -0.6% |
| 30D | -1.5% | -11.9% | +10.4% | +1.5% |
| 3M | +4.8% | -20.2% | +25.0% | +9.6% |
| 6M | +10.3% | -23.0% | +33.3% | +15.7% |
| YTD | +14.1% | -26.2% | +40.3% | +20.4% |
| 1Y | +17.0% | -13.3% | +30.3% | +17.5% |
| 3Y | +54.2% | -25.5% | +79.7% | +42.5% |
| 5Y | +51.5% | -78.1% | +129.6% | +117.6% |
| 10Y | +204.4% | -68.8% | +273.2% | +280.7% |
| All | +204.4% | -69.1% | +273.5% | +280.7% |
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