+390.4%
RSPS vs VT
+346.0%
+44.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +1.2% | -2.3% | +3.5% | +2.3% |
| 30D | +10.4% | -5.0% | +15.3% | +12.9% |
| 3M | +3.7% | -4.9% | +8.5% | +5.9% |
| 6M | +8.3% | -1.5% | +9.9% | +8.6% |
| YTD | +12.4% | +8.5% | +3.9% | +7.4% |
| 1Y | +16.6% | +11.4% | +5.2% | +9.9% |
| 3Y | +17.9% | +70.1% | -52.1% | -10.1% |
| 5Y | +14.1% | +53.7% | -39.6% | -9.5% |
| 10Y | +70.2% | +220.0% | -149.8% | -5.3% |
| All | +390.4% | +346.0% | +44.4% | +126.1% |
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