-1.4%
RMD vs VMC
+3.7%
-5.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.6% | +1.3% | +4.6% |
| 7D | -3.9% | +12.3% | -16.2% | -6.9% |
| 30D | +7.9% | +21.2% | -13.3% | +2.3% |
| 3M | +8.1% | +4.6% | +3.5% | +6.6% |
| 6M | +15.5% | +3.9% | +11.6% | +14.6% |
| YTD | +0.7% | +5.0% | -4.3% | -4.4% |
| 1Y | -1.4% | +2.6% | -4.0% | -5.2% |
| All | -1.4% | +3.7% | -5.1% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling