+204.4%
RSP vs VUG
+408.5%
-204.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.8% |
| 7D | -0.4% | +0.9% | -1.3% | -1.0% |
| 30D | -1.5% | -1.4% | -0.1% | -0.6% |
| 3M | +4.8% | +2.3% | +2.5% | +2.8% |
| 6M | +10.3% | +15.7% | -5.4% | -1.1% |
| YTD | +14.1% | +8.6% | +5.4% | +6.8% |
| 1Y | +17.0% | +14.1% | +3.0% | +5.6% |
| 3Y | +54.2% | +87.9% | -33.7% | -5.8% |
| 5Y | +51.5% | +76.3% | -24.8% | -4.6% |
| 10Y | +204.4% | +409.7% | -205.3% | -25.5% |
| All | +204.4% | +408.5% | -204.1% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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