+787.1%
RSP vs VUG
+1,157.1%
-369.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.2% |
| 7D | -1.0% | -3.4% | +2.4% | +1.9% |
| 30D | +2.6% | -11.1% | +13.7% | +13.3% |
| 3M | -0.8% | -7.2% | +6.5% | +5.4% |
| 6M | +6.3% | -4.1% | +10.4% | +9.0% |
| YTD | +14.1% | +1.4% | +12.8% | +10.8% |
| 1Y | +18.0% | +1.9% | +16.1% | +13.9% |
| 3Y | +61.0% | +77.7% | -16.7% | -9.7% |
| 5Y | +45.6% | +57.6% | -12.0% | -11.5% |
| 10Y | +220.2% | +398.6% | -178.4% | -43.7% |
| All | +787.1% | +1,157.1% | -369.9% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling