+69.3%
FERG vs RMD
-22.9%
+92.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +0.9% | -4.7% | +5.6% | +2.3% |
| 30D | -15.1% | +0.2% | -15.3% | -15.2% |
| 3M | -4.8% | +12.0% | -16.8% | -8.5% |
| 6M | -2.5% | -12.5% | +10.1% | +0.8% |
| YTD | +1.8% | -7.9% | +9.7% | +3.4% |
| 1Y | -0.3% | -20.4% | +20.1% | +5.6% |
| 3Y | +52.9% | +53.1% | -0.2% | +29.1% |
| 5Y | +69.3% | -22.1% | +91.4% | +69.7% |
| All | +69.3% | -22.9% | +92.2% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling