-52.4%
FIS vs RMD
+347.3%
-399.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +2.8% | +2.1% | +0.7% | +2.1% |
| 30D | -16.7% | +2.1% | -18.8% | -18.0% |
| 3M | -32.3% | +6.2% | -38.5% | -34.3% |
| 6M | -29.1% | +19.4% | -48.4% | -34.2% |
| YTD | -54.1% | +0.5% | -54.7% | -55.0% |
| 1Y | -53.7% | -3.9% | -49.8% | -53.9% |
| 3Y | -38.8% | +72.5% | -111.4% | -52.4% |
| 5Y | -71.1% | -1.5% | -69.6% | -72.8% |
| All | -52.4% | +347.3% | -399.7% | -70.0% |
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