+215.6%
RSP vs VST
+1,219.3%
-1,003.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.3% | -5.0% | +1.0% |
| 7D | +0.4% | -0.5% | +1.0% | +0.1% |
| 30D | +3.7% | -17.1% | +20.8% | +6.6% |
| 3M | +0.8% | -4.6% | +5.4% | +0.6% |
| 6M | +9.1% | -9.1% | +18.1% | +9.2% |
| YTD | +16.7% | -16.6% | +33.3% | +17.5% |
| 1Y | +19.7% | -29.5% | +49.2% | +24.2% |
| 3Y | +66.7% | +297.5% | -230.8% | -0.7% |
| 5Y | +48.7% | +654.5% | -605.8% | -28.5% |
| 10Y | +215.6% | +1,205.2% | -989.7% | +35.7% |
| All | +215.6% | +1,219.3% | -1,003.8% | +35.7% |
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