+263.7%
RSPN vs VT
+223.7%
+40.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +0.7% |
| 7D | -0.2% | +0.4% | -0.6% | -0.6% |
| 30D | +4.6% | -2.6% | +7.2% | +7.4% |
| 3M | -4.6% | -3.2% | -1.4% | -1.5% |
| 6M | +1.9% | +0.9% | +1.0% | +0.6% |
| YTD | +9.6% | +11.3% | -1.7% | -2.4% |
| 1Y | +11.9% | +14.0% | -2.1% | -2.8% |
| 3Y | +67.1% | +75.8% | -8.7% | -8.1% |
| 5Y | +62.1% | +57.8% | +4.3% | 0.0% |
| 10Y | +263.7% | +219.8% | +43.9% | +9.5% |
| All | +263.7% | +223.7% | +40.0% | +9.5% |
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