+125.7%
EEM vs RMD
+276.6%
-150.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -0.7% | -4.2% | +3.5% | +0.3% |
| 30D | +2.4% | -2.1% | +4.5% | +2.8% |
| 3M | +4.2% | +13.8% | -9.6% | +0.4% |
| 6M | +14.8% | -10.6% | +25.4% | +17.2% |
| YTD | +23.1% | -8.1% | +31.2% | +24.6% |
| 1Y | +32.5% | -18.0% | +50.5% | +37.8% |
| 3Y | +85.9% | +52.9% | +33.0% | +59.1% |
| 5Y | +43.6% | -22.3% | +65.8% | +46.1% |
| All | +125.7% | +276.6% | -150.9% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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