+96.3%
VTR vs RMD
+274.3%
-178.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.3% | -4.4% | +4.1% | +0.6% |
| 30D | +1.1% | -3.1% | +4.2% | +1.7% |
| 3M | +7.9% | +13.8% | -5.9% | +4.6% |
| 6M | +6.2% | -8.6% | +14.7% | +7.6% |
| YTD | +17.7% | -8.6% | +26.4% | +19.1% |
| 1Y | +32.9% | -19.7% | +52.6% | +38.0% |
| 3Y | +129.7% | +48.4% | +81.3% | +101.4% |
| 5Y | +89.3% | -22.7% | +112.0% | +91.0% |
| All | +96.3% | +274.3% | -178.0% | +51.9% |
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