+348.7%
RMD vs FFIV
+132.4%
+216.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.5% |
| 7D | +1.2% | -2.1% | +3.3% | +1.7% |
| 30D | +2.5% | -33.8% | +36.3% | +14.7% |
| 3M | +11.5% | -20.6% | +32.2% | +17.6% |
| 6M | +14.7% | -10.2% | +24.9% | +15.5% |
| YTD | -1.3% | +24.5% | -25.8% | -11.7% |
| 1Y | -5.3% | +29.3% | -34.6% | -16.4% |
| 3Y | +68.8% | +103.8% | -35.0% | +23.7% |
| 5Y | -5.9% | +40.9% | -46.7% | -23.1% |
| 10Y | +348.7% | +126.6% | +222.1% | +198.0% |
| All | +348.7% | +132.4% | +216.3% | +198.0% |
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