+205.8%
RSP vs VTRS
-48.4%
+254.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -1.9% | -2.2% | +0.3% | -1.4% |
| 30D | -2.8% | +3.3% | -6.1% | -3.6% |
| 3M | +2.8% | +2.0% | +0.9% | +2.1% |
| 6M | +10.2% | +19.9% | -9.7% | +4.9% |
| YTD | +13.1% | +35.7% | -22.7% | +4.2% |
| 1Y | +14.8% | +68.1% | -53.3% | +0.1% |
| 3Y | +52.6% | +87.1% | -34.5% | +26.6% |
| 5Y | +51.6% | +47.6% | +4.0% | +29.8% |
| All | +205.8% | -48.4% | +254.2% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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