+256.0%
RSPN vs VT
+217.6%
+38.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | -0.5% | -0.1% | -0.4% | -0.4% |
| 30D | +4.6% | -3.1% | +7.7% | +7.9% |
| 3M | -4.1% | -3.5% | -0.6% | -0.7% |
| 6M | +2.0% | +0.5% | +1.5% | +1.1% |
| YTD | +9.6% | +10.8% | -1.2% | -1.9% |
| 1Y | +11.6% | +11.9% | -0.3% | -1.2% |
| 3Y | +65.0% | +73.0% | -8.0% | -7.7% |
| 5Y | +63.2% | +58.6% | +4.6% | +0.1% |
| 10Y | +256.0% | +219.2% | +36.8% | +5.9% |
| All | +256.0% | +217.6% | +38.4% | +5.9% |
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