+213.4%
RSP vs VST
+1,112.0%
-898.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.6% | -10.9% | -2.3% |
| 7D | -1.0% | -9.8% | +8.8% | +0.4% |
| 30D | +2.6% | -25.1% | +27.7% | +7.4% |
| 3M | -0.8% | -11.6% | +10.8% | +0.4% |
| 6M | +6.3% | -20.9% | +27.2% | +9.1% |
| YTD | +14.1% | -22.3% | +36.4% | +16.4% |
| 1Y | +18.0% | -32.0% | +50.0% | +23.2% |
| 3Y | +61.0% | +262.4% | -201.4% | -2.2% |
| 5Y | +45.6% | +563.4% | -517.8% | -27.8% |
| All | +213.4% | +1,112.0% | -898.6% | +37.1% |
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