-100.0%
VIVK vs RMD
-23.0%
-77.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.8% | -7.3% |
| 7D | -4.4% | -4.4% | 0.0% | -3.8% |
| 30D | -40.8% | -3.1% | -37.7% | -40.7% |
| 3M | -94.1% | +13.8% | -107.9% | -94.3% |
| 6M | -98.2% | -8.6% | -89.6% | -98.2% |
| YTD | -98.0% | -8.6% | -89.4% | -98.0% |
| 1Y | -100.0% | -19.7% | -80.3% | -100.0% |
| 3Y | -100.0% | +48.4% | -148.4% | -100.0% |
| All | -100.0% | -23.0% | -77.0% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling