+595.5%
RSP vs VIG
+655.8%
-60.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | -0.1% |
| 7D | -0.3% | -0.3% | 0.0% | +0.1% |
| 30D | +4.4% | +4.9% | -0.5% | -1.3% |
| 3M | +1.3% | +2.9% | -1.7% | -2.1% |
| 6M | +10.0% | +11.2% | -1.2% | -2.8% |
| YTD | +17.6% | +16.0% | +1.6% | -1.1% |
| 1Y | +19.2% | +17.0% | +2.3% | -0.7% |
| 3Y | +66.0% | +66.9% | -0.8% | -8.6% |
| 5Y | +50.4% | +65.8% | -15.4% | -16.5% |
| 10Y | +215.7% | +263.6% | -48.0% | -31.2% |
| All | +595.5% | +655.8% | -60.3% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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