+143.3%
FN vs RMD
-4.5%
+147.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.5% | -13.7% | -14.2% |
| 7D | -16.0% | -5.3% | -10.6% | -15.1% |
| 30D | -40.1% | +8.4% | -48.5% | -41.2% |
| 3M | -43.9% | +7.1% | -51.0% | -45.0% |
| 6M | -55.6% | +15.8% | -71.4% | -57.6% |
| YTD | -35.7% | +0.2% | -35.8% | -35.8% |
| 1Y | -39.8% | -1.4% | -38.5% | -39.8% |
| 3Y | +80.3% | +61.3% | +19.0% | +53.1% |
| 5Y | +143.3% | -3.9% | +147.2% | +135.1% |
| All | +143.3% | -4.5% | +147.8% | +135.1% |
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