+204.4%
RSP vs VSH
+170.2%
+34.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -0.4% | +6.2% | -6.6% | -2.1% |
| 30D | -1.5% | -11.1% | +9.6% | +1.3% |
| 3M | +4.8% | -44.9% | +49.7% | +20.3% |
| 6M | +10.3% | +90.0% | -79.7% | -17.0% |
| YTD | +14.1% | +118.8% | -104.7% | -18.8% |
| 1Y | +17.0% | +109.0% | -92.0% | -16.3% |
| 3Y | +54.2% | +35.6% | +18.5% | +21.7% |
| 5Y | +51.5% | +66.7% | -15.2% | +7.1% |
| 10Y | +204.4% | +167.9% | +36.5% | +65.1% |
| All | +204.4% | +170.2% | +34.2% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling