+211.0%
RSP vs VST
+1,175.7%
-964.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.1% |
| 7D | -0.8% | +8.9% | -9.7% | -2.4% |
| 30D | -0.3% | +6.2% | -6.5% | -1.5% |
| 3M | +4.3% | -2.7% | +7.0% | +4.3% |
| 6M | +8.8% | -8.4% | +17.2% | +9.4% |
| YTD | +15.3% | -7.2% | +22.5% | +14.9% |
| 1Y | +18.3% | -20.9% | +39.2% | +20.6% |
| 3Y | +52.8% | +384.0% | -331.2% | -12.0% |
| 5Y | +51.7% | +757.1% | -705.4% | -27.9% |
| All | +211.0% | +1,175.7% | -964.7% | +33.2% |
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