+275.4%
RMD vs VFC
-69.4%
+344.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | -4.7% | -2.3% | -2.4% | -4.3% |
| 30D | +0.2% | -13.4% | +13.6% | +2.9% |
| 3M | +12.0% | -23.7% | +35.7% | +16.9% |
| 6M | -12.5% | -24.5% | +11.9% | -8.8% |
| YTD | -7.9% | -27.8% | +19.9% | -3.6% |
| 1Y | -20.4% | -13.5% | -6.9% | -20.0% |
| 3Y | +53.1% | -27.1% | +80.2% | +45.4% |
| 5Y | -22.1% | -79.0% | +56.9% | +3.2% |
| 10Y | +275.4% | -68.7% | +344.2% | +315.0% |
| All | +275.4% | -69.4% | +344.8% | +315.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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