+209.1%
RSP vs VST
+866.2%
-657.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.2% | +3.3% | -1.8% |
| 7D | -1.4% | -19.9% | +18.5% | +2.2% |
| 30D | +2.1% | -29.7% | +31.8% | +8.2% |
| 3M | -0.9% | -19.6% | +18.6% | +2.1% |
| 6M | +7.5% | -29.4% | +36.9% | +12.8% |
| YTD | +14.6% | -29.7% | +44.3% | +19.1% |
| 1Y | +17.6% | -40.0% | +57.7% | +25.8% |
| 3Y | +60.8% | +231.0% | -170.2% | -0.3% |
| 5Y | +46.1% | +500.1% | -453.9% | -25.6% |
| 10Y | +221.4% | +1,004.2% | -782.8% | +43.0% |
| All | +209.1% | +866.2% | -657.0% | +38.1% |
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