+63.6%
RSP vs VLTO
+54.1%
+9.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -1.4% | +12.0% | -13.4% | -5.0% |
| 30D | +2.1% | +20.8% | -18.7% | -4.0% |
| 3M | -0.9% | +20.1% | -21.0% | -6.8% |
| 6M | +7.5% | +32.6% | -25.1% | -2.4% |
| YTD | +14.6% | +17.3% | -2.7% | +8.4% |
| 1Y | +17.6% | +17.3% | +0.3% | +11.2% |
| 3Y | +60.8% | +66.9% | -6.1% | +39.2% |
| All | +63.6% | +54.1% | +9.4% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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