+424.2%
FERG vs RMD
+347.3%
+76.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | +9.7% | +2.1% | +7.7% | +9.4% |
| 30D | +15.0% | +2.1% | +13.0% | +14.6% |
| 3M | +3.8% | +6.2% | -2.5% | +2.6% |
| 6M | +10.6% | +19.4% | -8.8% | +7.2% |
| YTD | +17.0% | +0.5% | +16.4% | +16.2% |
| 1Y | +7.1% | -3.9% | +11.0% | +7.1% |
| 3Y | +67.7% | +72.5% | -4.8% | +55.1% |
| 5Y | +76.4% | -1.5% | +77.9% | +70.5% |
| All | +424.2% | +347.3% | +76.9% | +399.3% |
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