+644.7%
FLEX vs RMD
+346.1%
+298.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +17.1% | +0.1% | +17.0% | +17.0% |
| 30D | -29.5% | +1.9% | -31.5% | -30.3% |
| 3M | -37.3% | +6.3% | -43.6% | -39.0% |
| 6M | -44.1% | +18.2% | -62.3% | -48.2% |
| YTD | +29.3% | +0.3% | +29.0% | +26.4% |
| 1Y | +24.2% | -4.3% | +28.4% | +23.4% |
| 3Y | +297.3% | +71.3% | +226.1% | +206.9% |
| 5Y | +446.2% | -1.8% | +448.0% | +411.6% |
| All | +644.7% | +346.1% | +298.6% | +319.9% |
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