+224.6%
VT vs RMD
+349.2%
-124.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.7% | +0.6% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -1.7% | +1.7% | -3.4% | -2.4% |
| 3M | -2.3% | +6.4% | -8.7% | -4.2% |
| 6M | +1.5% | +20.7% | -19.2% | -4.4% |
| YTD | +12.0% | -0.2% | +12.2% | +10.8% |
| 1Y | +12.9% | -4.5% | +17.4% | +13.0% |
| 3Y | +74.9% | +70.5% | +4.4% | +43.3% |
| 5Y | +59.9% | -1.6% | +61.5% | +51.8% |
| 10Y | +224.6% | +342.7% | -118.1% | +112.8% |
| All | +224.6% | +349.2% | -124.6% | +112.8% |
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