+7.8%
RLMD vs VT
+223.7%
-215.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +3.8% |
| 7D | +7.8% | +0.4% | +7.4% | +7.7% |
| 30D | +22.1% | -2.6% | +24.7% | +25.3% |
| 3M | -16.2% | -3.2% | -13.0% | -13.4% |
| 6M | -43.4% | +0.9% | -44.4% | -43.8% |
| YTD | -14.3% | +11.3% | -25.6% | -21.3% |
| 1Y | +56.2% | +14.0% | +42.2% | +40.8% |
| 3Y | +38.5% | +75.8% | -37.4% | -15.8% |
| 5Y | -83.6% | +57.8% | -141.4% | -89.6% |
| 10Y | +7.8% | +219.8% | -212.0% | -17.9% |
| All | +7.8% | +223.7% | -215.9% | -17.9% |
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