+1,081.6%
RMD vs VEU
+192.1%
+889.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | -5.0% | +1.1% | -6.1% | -5.7% |
| 30D | +2.2% | +2.2% | 0.0% | +0.7% |
| 3M | +17.8% | +3.0% | +14.9% | +15.0% |
| 6M | -11.3% | +10.9% | -22.2% | -18.0% |
| YTD | -4.4% | +18.2% | -22.6% | -15.5% |
| 1Y | -15.7% | +28.3% | -44.0% | -29.6% |
| 3Y | +47.7% | +74.6% | -26.9% | -0.2% |
| 5Y | -19.2% | +56.4% | -75.6% | -41.4% |
| 10Y | +280.4% | +153.0% | +127.4% | +102.0% |
| All | +1,081.6% | +192.1% | +889.5% | +408.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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