-6.0%
RMD vs FFIV
+39.3%
-45.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +2.3% | -8.1% | +10.5% | +4.7% |
| 30D | +4.1% | -33.4% | +37.5% | +15.6% |
| 3M | +5.7% | -24.7% | +30.5% | +12.7% |
| 6M | +12.9% | -8.8% | +21.7% | +12.3% |
| YTD | -1.5% | +21.8% | -23.3% | -12.3% |
| 1Y | -4.8% | +25.3% | -30.0% | -16.1% |
| 3Y | +57.5% | +101.2% | -43.7% | +9.8% |
| All | -6.0% | +39.3% | -45.3% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling