+581.6%
RSP vs VIG
+623.5%
-42.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | -0.8% | -0.4% | -0.3% | -0.3% |
| 30D | -0.3% | -1.0% | +0.6% | +0.8% |
| 3M | +4.3% | +2.8% | +1.5% | +1.0% |
| 6M | +8.8% | +8.2% | +0.6% | -0.7% |
| YTD | +15.3% | +11.0% | +4.2% | +2.1% |
| 1Y | +18.3% | +16.1% | +2.1% | -0.6% |
| 3Y | +52.8% | +56.2% | -3.3% | -9.1% |
| 5Y | +51.7% | +63.0% | -11.3% | -14.1% |
| 10Y | +208.5% | +241.4% | -33.0% | -27.6% |
| All | +581.6% | +623.5% | -42.0% | -34.8% |
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