-22.2%
RMD vs VO
+43.2%
-65.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.7% |
| 7D | -4.5% | +0.6% | -5.1% | -4.9% |
| 30D | +4.6% | -1.1% | +5.7% | +5.5% |
| 3M | +14.8% | +4.5% | +10.2% | +10.6% |
| 6M | -12.1% | +11.1% | -23.1% | -19.5% |
| YTD | -7.5% | +13.5% | -21.0% | -16.9% |
| 1Y | -20.1% | +14.5% | -34.5% | -28.7% |
| 3Y | +53.9% | +58.1% | -4.2% | +4.2% |
| 5Y | -22.2% | +43.3% | -65.5% | -43.0% |
| All | -22.2% | +43.2% | -65.4% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling