+67.4%
RMD vs VFC
+47.8%
+19.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +3.1% | +3.5% | -0.4% | +2.7% |
| 30D | +1.8% | +38.3% | -36.5% | -2.1% |
| 3M | +6.7% | +40.2% | -33.5% | +2.3% |
| 6M | +13.9% | +10.6% | +3.3% | +11.9% |
| YTD | -2.0% | +16.7% | -18.8% | -4.7% |
| 1Y | -5.4% | +45.0% | -50.4% | -10.3% |
| 3Y | +67.4% | +48.8% | +18.6% | +48.3% |
| All | +67.4% | +47.8% | +19.6% | +48.3% |
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