+56.3%
RMD vs FFIV
+140.3%
-84.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -5.0% | -1.0% | -4.0% | -4.8% |
| 30D | +2.2% | -5.1% | +7.3% | +3.3% |
| 3M | +17.8% | -4.5% | +22.3% | +18.6% |
| 6M | -11.3% | +36.5% | -47.8% | -18.8% |
| YTD | -4.4% | +53.0% | -57.4% | -15.5% |
| 1Y | -15.7% | +24.2% | -39.9% | -21.6% |
| All | +56.3% | +140.3% | -84.0% | +18.2% |
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