+273.7%
RMD vs FFIV
+238.2%
+35.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.3% |
| 7D | -4.2% | +1.6% | -5.8% | -4.7% |
| 30D | -2.1% | -3.7% | +1.7% | -1.1% |
| 3M | +13.8% | +2.0% | +11.8% | +12.4% |
| 6M | -10.6% | +39.3% | -49.9% | -20.6% |
| YTD | -8.1% | +56.1% | -64.2% | -21.7% |
| 1Y | -18.0% | +22.0% | -39.9% | -24.7% |
| 3Y | +52.9% | +148.2% | -95.3% | +8.2% |
| 5Y | -22.3% | +96.3% | -118.6% | -41.5% |
| All | +273.7% | +238.2% | +35.5% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FFIV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling