+49.6%
RSP vs VST
+644.1%
-594.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | +0.7% | -6.0% | +6.8% | +1.2% |
| 30D | +3.7% | -18.8% | +22.4% | +5.9% |
| 3M | +0.7% | -8.0% | +8.7% | +1.0% |
| 6M | +9.0% | -10.9% | +20.0% | +9.4% |
| YTD | +16.7% | -18.3% | +35.0% | +17.6% |
| 1Y | +19.0% | -29.9% | +48.9% | +22.2% |
| 3Y | +64.7% | +290.3% | -225.6% | +6.2% |
| 5Y | +49.6% | +635.3% | -585.7% | -22.7% |
| All | +49.6% | +644.1% | -594.5% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling