+218.3%
RSP vs VST
+929.5%
-711.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -13.8% | +15.7% | +4.3% |
| 7D | +2.7% | -15.7% | +18.4% | +5.6% |
| 30D | +5.8% | -17.0% | +22.8% | +8.6% |
| 3M | +1.8% | -15.9% | +17.7% | +4.1% |
| 6M | +11.6% | -25.0% | +36.6% | +15.8% |
| YTD | +18.0% | -25.1% | +43.1% | +21.3% |
| 1Y | +21.8% | -34.9% | +56.7% | +28.3% |
| 3Y | +65.6% | +252.7% | -187.1% | +1.5% |
| 5Y | +51.6% | +582.3% | -530.7% | -25.2% |
| 10Y | +231.0% | +1,076.6% | -845.6% | +45.6% |
| All | +218.3% | +929.5% | -711.2% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling