+348.1%
FERG vs RMD
+276.6%
+71.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.0% | -4.2% | +3.2% | -0.4% |
| 30D | -11.8% | -2.1% | -9.8% | -11.6% |
| 3M | -1.2% | +13.8% | -15.0% | -3.4% |
| 6M | -2.3% | -10.6% | +8.3% | -1.0% |
| YTD | +0.8% | -8.1% | +8.9% | +1.6% |
| 1Y | +0.5% | -18.0% | +18.4% | +3.0% |
| 3Y | +51.4% | +52.9% | -1.5% | +42.2% |
| 5Y | +67.5% | -22.3% | +89.8% | +64.8% |
| All | +348.1% | +276.6% | +71.6% | +304.9% |
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