+1,142.3%
VST vs RMD
+349.2%
+793.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | +10.9% | -0.8% | +11.8% | +11.1% |
| 30D | -15.6% | +1.7% | -17.3% | -16.2% |
| 3M | -7.8% | +6.4% | -14.2% | -9.5% |
| 6M | -12.0% | +20.7% | -32.7% | -16.5% |
| YTD | -16.9% | -0.2% | -16.8% | -17.9% |
| 1Y | -25.1% | -4.5% | -20.6% | -25.3% |
| 3Y | +297.1% | +70.5% | +226.5% | +239.7% |
| 5Y | +641.9% | -1.6% | +643.5% | +609.1% |
| 10Y | +1,142.3% | +342.7% | +799.6% | +779.2% |
| All | +1,142.3% | +349.2% | +793.1% | +779.2% |
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