-22.2%
RMD vs FFIV
+92.2%
-114.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -4.5% | -1.5% | -2.9% | -4.0% |
| 30D | +4.6% | -2.7% | +7.2% | +5.3% |
| 3M | +14.8% | -1.7% | +16.4% | +14.7% |
| 6M | -12.1% | +36.1% | -48.2% | -21.6% |
| YTD | -7.5% | +52.6% | -60.1% | -21.1% |
| 1Y | -20.1% | +21.5% | -41.6% | -26.6% |
| 3Y | +53.9% | +142.7% | -88.8% | +5.7% |
| 5Y | -22.2% | +92.6% | -114.8% | -41.3% |
| All | -22.2% | +92.2% | -114.4% | -41.3% |
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 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