+1,127.7%
RSP vs VFC
+171.5%
+956.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -1.2% |
| 7D | -0.8% | -1.6% | +0.8% | -0.3% |
| 30D | -0.3% | -11.6% | +11.3% | +3.6% |
| 3M | +4.3% | -18.1% | +22.4% | +9.7% |
| 6M | +8.8% | -27.4% | +36.2% | +18.1% |
| YTD | +15.3% | -24.8% | +40.1% | +23.0% |
| 1Y | +18.3% | -8.2% | +26.5% | +16.3% |
| 3Y | +52.8% | -29.1% | +81.9% | +38.8% |
| 5Y | +51.7% | -79.2% | +130.9% | +124.1% |
| 10Y | +208.5% | -68.1% | +276.6% | +240.6% |
| All | +1,127.7% | +171.5% | +956.2% | +359.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling