+61.6%
RSP vs VST
+229.5%
-167.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.2% | +3.3% | -2.4% |
| 7D | -1.4% | -19.9% | +18.5% | +0.3% |
| 30D | +2.1% | -29.7% | +31.8% | +4.9% |
| 3M | -0.9% | -19.6% | +18.6% | +0.5% |
| 6M | +7.5% | -29.4% | +36.9% | +10.0% |
| YTD | +14.6% | -29.7% | +44.3% | +16.7% |
| 1Y | +17.6% | -40.0% | +57.7% | +21.5% |
| All | +61.6% | +229.5% | -167.8% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling