+95.3%
RSPR vs VT
+220.7%
-125.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | +2.1% | -0.1% | +2.3% | +2.2% |
| 30D | +6.9% | -3.1% | +9.9% | +9.6% |
| 3M | 0.0% | -3.5% | +3.5% | +2.9% |
| 6M | +1.5% | +0.5% | +1.0% | +0.3% |
| YTD | +9.8% | +10.8% | -0.9% | -0.7% |
| 1Y | +9.3% | +11.9% | -2.6% | -2.2% |
| 3Y | +37.8% | +73.0% | -35.1% | -17.9% |
| 5Y | +4.2% | +58.6% | -54.4% | -33.0% |
| All | +95.3% | +220.7% | -125.4% | -28.3% |
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