+1,348.4%
FERG vs RMD
+969.4%
+379.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | 0.0% | -5.0% | +4.9% | +0.5% |
| 30D | -10.2% | +2.2% | -12.4% | -10.4% |
| 3M | -0.6% | +17.8% | -18.4% | -2.3% |
| 6M | -6.5% | -11.3% | +4.8% | -5.7% |
| YTD | +4.2% | -4.4% | +8.6% | +4.3% |
| 1Y | -2.3% | -15.7% | +13.5% | -1.0% |
| 3Y | +48.5% | +47.7% | +0.7% | +43.5% |
| 5Y | +72.0% | -19.2% | +91.2% | +69.3% |
| 10Y | +369.9% | +280.4% | +89.5% | +367.5% |
| All | +1,348.4% | +969.4% | +379.0% | +1,425.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling