+459.1%
RSPF vs VT
+363.9%
+95.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +1.3% |
| 7D | +5.8% | -0.3% | +6.1% | +6.1% |
| 30D | +9.9% | -1.4% | +11.3% | +11.5% |
| 3M | +1.7% | -1.4% | +3.1% | +3.0% |
| 6M | +14.7% | +5.5% | +9.3% | +7.6% |
| YTD | +10.9% | +12.8% | -2.0% | -3.6% |
| 1Y | +17.1% | +15.4% | +1.7% | -0.7% |
| 3Y | +74.5% | +76.9% | -2.4% | -7.3% |
| 5Y | +44.1% | +60.4% | -16.3% | -14.8% |
| 10Y | +232.2% | +232.8% | -0.6% | -8.1% |
| All | +459.1% | +363.9% | +95.2% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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