+1,127.7%
RSP vs VMC
+923.3%
+204.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -0.8% | -4.3% | +3.6% | +0.9% |
| 30D | -0.3% | -8.2% | +7.9% | +2.8% |
| 3M | +4.3% | -7.0% | +11.3% | +6.6% |
| 6M | +8.8% | -10.8% | +19.6% | +12.7% |
| YTD | +15.3% | -7.4% | +22.6% | +17.2% |
| 1Y | +18.3% | -9.5% | +27.8% | +21.1% |
| 3Y | +52.8% | +20.5% | +32.3% | +38.3% |
| 5Y | +51.7% | +51.6% | +0.1% | +24.3% |
| 10Y | +208.5% | +150.0% | +58.4% | +95.4% |
| All | +1,127.7% | +923.3% | +204.5% | +257.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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