+798.5%
RSPH vs VT
+345.0%
+453.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | +0.5% |
| 7D | +1.1% | -4.2% | +5.3% | +4.2% |
| 30D | +9.8% | -5.8% | +15.6% | +14.4% |
| 3M | +15.3% | -5.2% | +20.6% | +19.7% |
| 6M | +33.9% | +0.1% | +33.7% | +33.1% |
| YTD | +28.1% | +8.2% | +19.9% | +20.4% |
| 1Y | +34.6% | +10.1% | +24.5% | +24.9% |
| 3Y | +56.3% | +69.7% | -13.4% | +6.2% |
| 5Y | +37.3% | +53.4% | -16.1% | -0.3% |
| 10Y | +201.8% | +219.2% | -17.4% | +34.1% |
| All | +798.5% | +345.0% | +453.5% | +204.8% |
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