+210.3%
RSP vs VST
+1,153.0%
-942.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +1.8% | +19.2% | -17.4% | -1.5% |
| 30D | +3.5% | -17.2% | +20.6% | +6.4% |
| 3M | +0.2% | -8.1% | +8.4% | +0.8% |
| 6M | +9.1% | -8.1% | +17.3% | +9.0% |
| YTD | +16.6% | -16.3% | +32.9% | +17.3% |
| 1Y | +17.9% | -24.1% | +42.0% | +20.7% |
| 3Y | +64.6% | +300.2% | -235.6% | -2.3% |
| 5Y | +48.4% | +645.9% | -597.5% | -28.4% |
| All | +210.3% | +1,153.0% | -942.7% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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