+800.0%
VGT vs RMD
+274.3%
+525.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -0.2% | -4.4% | +4.2% | +1.4% |
| 30D | -0.4% | -3.1% | +2.7% | +0.5% |
| 3M | +4.4% | +13.8% | -9.3% | -1.3% |
| 6M | +32.1% | -8.6% | +40.6% | +34.7% |
| YTD | +28.8% | -8.6% | +37.4% | +30.9% |
| 1Y | +35.3% | -19.7% | +55.0% | +44.2% |
| 3Y | +124.8% | +48.4% | +76.4% | +79.7% |
| 5Y | +137.9% | -22.7% | +160.7% | +145.1% |
| All | +800.0% | +274.3% | +525.6% | +421.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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