+642.7%
RSPN vs VT
+345.0%
+297.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -0.3% |
| 7D | -2.1% | -4.2% | +2.1% | +1.4% |
| 30D | +0.9% | -5.8% | +6.7% | +5.9% |
| 3M | -7.8% | -5.2% | -2.5% | -3.7% |
| 6M | -0.6% | +0.1% | -0.7% | -0.9% |
| YTD | +6.4% | +8.2% | -1.9% | -0.5% |
| 1Y | +8.5% | +10.1% | -1.6% | +0.1% |
| 3Y | +61.5% | +69.7% | -8.2% | +5.2% |
| 5Y | +58.5% | +53.4% | +5.1% | +12.1% |
| 10Y | +273.0% | +219.2% | +53.8% | +55.9% |
| All | +642.7% | +345.0% | +297.8% | +169.8% |
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