+175.6%
VUG vs RVMD
+622.3%
-446.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -0.5% | -3.0% | +2.5% | -0.1% |
| 30D | -1.0% | -0.7% | -0.2% | -0.9% |
| 3M | +3.5% | +36.5% | -33.0% | -0.9% |
| 6M | +14.2% | +104.6% | -90.4% | +2.3% |
| YTD | +8.5% | +155.8% | -147.3% | -6.8% |
| 1Y | +12.9% | +340.7% | -327.8% | -10.6% |
| 3Y | +85.6% | +519.9% | -434.3% | +34.4% |
| 5Y | +78.1% | +584.9% | -506.8% | +18.6% |
| All | +175.6% | +622.3% | -446.7% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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