+997.8%
RMD vs VCLT
+103.4%
+894.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | +2.2% | -0.9% | +3.1% | +2.5% |
| 3M | +17.8% | -3.2% | +21.1% | +18.9% |
| 6M | -11.3% | -3.8% | -7.5% | -10.4% |
| YTD | -4.4% | -2.0% | -2.4% | -3.9% |
| 1Y | -15.7% | -0.8% | -14.9% | -15.5% |
| 3Y | +47.7% | +12.3% | +35.5% | +44.5% |
| 5Y | -19.2% | -15.4% | -3.8% | -19.5% |
| 10Y | +280.4% | +15.7% | +264.7% | +292.6% |
| All | +997.8% | +103.4% | +894.4% | +1,578.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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