+447.7%
RSPF vs VT
+345.0%
+102.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.0% | +2.3% |
| 7D | +2.0% | -4.2% | +6.2% | +6.6% |
| 30D | +7.5% | -5.8% | +13.3% | +14.3% |
| 3M | -0.4% | -5.2% | +4.8% | +5.2% |
| 6M | +12.1% | +0.1% | +12.0% | +11.0% |
| YTD | +8.6% | +8.2% | +0.4% | -1.4% |
| 1Y | +14.2% | +10.1% | +4.0% | +1.6% |
| 3Y | +70.9% | +69.7% | +1.2% | -5.2% |
| 5Y | +41.0% | +53.4% | -12.4% | -12.7% |
| 10Y | +225.4% | +219.2% | +6.1% | -6.0% |
| All | +447.7% | +345.0% | +102.7% | +33.7% |
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