-3.9%
RDW vs FE
+49.4%
-53.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +4.8% | -1.7% | +6.5% | +5.1% |
| 30D | -19.5% | -1.3% | -18.3% | -19.4% |
| 3M | -26.9% | +0.6% | -27.5% | -27.3% |
| 6M | +17.8% | -6.8% | +24.6% | +19.1% |
| YTD | +43.0% | +6.4% | +36.6% | +39.4% |
| 1Y | +32.1% | +11.3% | +20.8% | +27.0% |
| 3Y | +250.6% | +47.1% | +203.6% | +206.3% |
| All | -3.9% | +49.4% | -53.3% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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