-6.6%
RMD vs FDS
-22.8%
+16.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -0.6% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | +4.1% | +20.2% | -16.1% | -1.2% |
| 3M | +5.7% | +19.9% | -14.2% | -0.1% |
| 6M | +12.9% | +56.2% | -43.3% | -2.3% |
| YTD | -1.5% | +14.6% | -16.1% | -5.3% |
| 1Y | -4.8% | +31.6% | -36.3% | -13.8% |
| 3Y | +57.5% | -23.8% | +81.3% | +77.1% |
| All | -6.6% | -22.8% | +16.2% | +3.1% |
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