+371.6%
RSPS vs VT
+374.2%
-2.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | -0.6% | +1.0% | -1.6% | -1.1% |
| 3M | +6.4% | +2.4% | +4.0% | +5.0% |
| 6M | -1.9% | +12.0% | -13.9% | -7.4% |
| YTD | +8.1% | +15.3% | -7.3% | +0.5% |
| 1Y | +5.3% | +22.6% | -17.3% | -5.0% |
| 3Y | +5.4% | +74.7% | -69.3% | -20.5% |
| 5Y | +8.9% | +66.1% | -57.2% | -16.6% |
| 10Y | +53.2% | +225.0% | -171.8% | -15.3% |
| All | +371.6% | +374.2% | -2.6% | +111.6% |
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