+183.8%
EXC vs RMD
+360.8%
-177.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -1.7% | +1.2% | -2.9% | -2.0% |
| 30D | +9.3% | +2.5% | +6.8% | +8.5% |
| 3M | +1.0% | +11.5% | -10.5% | -1.9% |
| 6M | +5.9% | +14.7% | -8.7% | +1.7% |
| YTD | +7.6% | -1.3% | +9.0% | +6.6% |
| 1Y | +2.4% | -5.3% | +7.7% | +2.4% |
| 3Y | +30.2% | +68.8% | -38.5% | +6.6% |
| 5Y | +41.4% | -5.9% | +47.2% | +35.3% |
| 10Y | +183.8% | +348.7% | -164.9% | +93.4% |
| All | +183.8% | +360.8% | -177.0% | +93.4% |
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