+215.6%
RSP vs VSH
+128.2%
+87.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +13.4% | -11.2% | -1.2% |
| 7D | +0.4% | +3.5% | -3.0% | -1.1% |
| 30D | +3.7% | -22.4% | +26.1% | +9.3% |
| 3M | +0.8% | -25.2% | +25.9% | +6.3% |
| 6M | +9.1% | -22.5% | +31.6% | +7.7% |
| YTD | +16.7% | +84.2% | -67.5% | -14.8% |
| 1Y | +19.7% | +87.1% | -67.4% | -13.3% |
| 3Y | +66.7% | +31.7% | +35.1% | +27.9% |
| 5Y | +48.7% | +42.6% | +6.1% | +7.4% |
| 10Y | +215.6% | +116.6% | +99.0% | +86.1% |
| All | +215.6% | +128.2% | +87.3% | +86.1% |
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