-22.2%
RMD vs FDS
-20.4%
-1.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -2.0% |
| 7D | -4.5% | -5.4% | +0.9% | -3.0% |
| 30D | +4.6% | +1.6% | +3.0% | +4.1% |
| 3M | +14.8% | +17.7% | -3.0% | +9.2% |
| 6M | -12.1% | +29.1% | -41.1% | -19.5% |
| YTD | -7.5% | +1.0% | -8.4% | -7.5% |
| 1Y | -20.1% | -21.6% | +1.6% | -11.5% |
| 3Y | +53.9% | -30.1% | +84.0% | +75.2% |
| 5Y | -22.2% | -20.7% | -1.5% | -12.2% |
| All | -22.2% | -20.4% | -1.8% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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