+195.3%
RSPH vs VT
+215.5%
-20.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | +2.3% | -2.3% | +4.7% | +4.3% |
| 30D | +9.8% | -5.0% | +14.7% | +14.4% |
| 3M | +15.8% | -4.9% | +20.7% | +20.5% |
| 6M | +33.2% | -1.5% | +34.7% | +34.1% |
| YTD | +28.2% | +8.5% | +19.7% | +18.7% |
| 1Y | +34.9% | +11.4% | +23.5% | +22.1% |
| 3Y | +56.5% | +70.1% | -13.5% | -2.4% |
| 5Y | +37.4% | +53.7% | -16.3% | -6.9% |
| All | +195.3% | +215.5% | -20.3% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling