+41,132.7%
RMD vs VMC
+2,210.2%
+38,922.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -5.0% | -4.3% | -0.7% | -3.9% |
| 30D | +2.2% | -8.2% | +10.5% | +4.5% |
| 3M | +17.8% | -7.0% | +24.9% | +20.0% |
| 6M | -11.3% | -10.8% | -0.6% | -9.0% |
| YTD | -4.4% | -7.4% | +3.0% | -3.2% |
| 1Y | -15.7% | -9.5% | -6.2% | -14.2% |
| 3Y | +47.7% | +20.5% | +27.3% | +38.4% |
| 5Y | -19.2% | +51.6% | -70.8% | -29.2% |
| 10Y | +280.4% | +150.0% | +130.3% | +177.4% |
| All | +41,132.7% | +2,210.2% | +38,922.5% | +16,588.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling