+23.1%
RLMD vs VT
+224.4%
-201.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +2.7% |
| 7D | +6.2% | -0.7% | +6.9% | +7.3% |
| 30D | +26.2% | -1.7% | +28.0% | +28.5% |
| 3M | -0.9% | -2.3% | +1.4% | +1.6% |
| 6M | -39.8% | +1.5% | -41.3% | -40.4% |
| YTD | -8.3% | +12.0% | -20.3% | -16.2% |
| 1Y | +34.7% | +12.9% | +21.8% | +22.2% |
| 3Y | +52.8% | +74.9% | -22.2% | -6.6% |
| 5Y | -82.7% | +59.9% | -142.7% | -89.1% |
| 10Y | +23.1% | +224.6% | -201.6% | +1.2% |
| All | +23.1% | +224.4% | -201.3% | +1.2% |
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