+1,157.0%
FTI vs RMD
-22.9%
+1,179.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.3% |
| 7D | -2.3% | -4.7% | +2.4% | -1.4% |
| 30D | +5.0% | +0.2% | +4.8% | +4.9% |
| 3M | +13.8% | +12.0% | +1.8% | +10.6% |
| 6M | +22.9% | -12.5% | +35.4% | +26.1% |
| YTD | +75.0% | -7.9% | +82.9% | +77.1% |
| 1Y | +96.9% | -20.4% | +117.3% | +106.0% |
| 3Y | +276.7% | +53.1% | +223.6% | +230.0% |
| 5Y | +1,157.0% | -22.1% | +1,179.1% | +1,062.7% |
| All | +1,157.0% | -22.9% | +1,179.9% | +1,062.7% |
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