+72.5%
RMD vs FFIV
+95.4%
-22.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +2.9% | +0.8% |
| 7D | +2.1% | -0.5% | +2.6% | +2.2% |
| 30D | +2.1% | -32.4% | +34.5% | +9.3% |
| 3M | +6.2% | -25.7% | +31.9% | +11.2% |
| 6M | +19.4% | -13.5% | +32.9% | +20.0% |
| YTD | +0.5% | +21.1% | -20.6% | -8.2% |
| 1Y | -3.9% | +29.4% | -33.4% | -14.0% |
| 3Y | +72.5% | +94.9% | -22.4% | +27.3% |
| All | +72.5% | +95.4% | -22.8% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling