+53.9%
RMD vs VFC
-25.9%
+79.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -3.0% |
| 7D | -4.5% | +0.8% | -5.3% | -4.5% |
| 30D | +4.6% | -11.9% | +16.5% | +6.0% |
| 3M | +14.8% | -20.2% | +34.9% | +17.1% |
| 6M | -12.1% | -23.0% | +10.9% | -10.1% |
| YTD | -7.5% | -26.2% | +18.7% | -5.1% |
| 1Y | -20.1% | -13.3% | -6.7% | -19.6% |
| 3Y | +53.9% | -25.5% | +79.4% | +43.7% |
| All | +53.9% | -25.9% | +79.8% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling