+274.3%
RMD vs FFIV
+243.4%
+31.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -1.7% |
| 7D | -4.7% | +3.5% | -8.2% | -5.7% |
| 30D | +0.2% | -1.3% | +1.5% | +0.4% |
| 3M | +12.0% | +2.4% | +9.6% | +10.6% |
| 6M | -12.5% | +41.8% | -54.3% | -22.8% |
| YTD | -7.9% | +58.5% | -66.5% | -21.9% |
| 1Y | -20.4% | +24.3% | -44.7% | -27.3% |
| 3Y | +53.1% | +152.0% | -98.9% | +7.9% |
| 5Y | -22.1% | +99.1% | -121.2% | -41.7% |
| All | +274.3% | +243.4% | +31.0% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling