+271.5%
RMD vs VMC
+156.6%
+114.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -4.4% | -3.8% | -0.6% | -3.5% |
| 30D | -3.1% | -9.7% | +6.5% | -0.6% |
| 3M | +13.8% | -9.6% | +23.4% | +16.8% |
| 6M | -8.6% | -4.8% | -3.7% | -7.6% |
| YTD | -8.6% | -10.9% | +2.2% | -6.5% |
| 1Y | -19.7% | -15.6% | -4.1% | -16.8% |
| 3Y | +48.4% | +19.3% | +29.1% | +39.4% |
| 5Y | -22.7% | +48.0% | -70.7% | -31.6% |
| All | +271.5% | +156.6% | +114.9% | +195.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling