+6,825.8%
RMD vs FFIV
+7,518.9%
-693.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -5.0% | -1.0% | -4.0% | -4.9% |
| 30D | +2.2% | -5.1% | +7.3% | +2.9% |
| 3M | +17.8% | -4.5% | +22.3% | +18.3% |
| 6M | -11.3% | +36.5% | -47.8% | -15.1% |
| YTD | -4.4% | +53.0% | -57.4% | -9.9% |
| 1Y | -15.7% | +24.2% | -39.9% | -18.6% |
| 3Y | +47.7% | +137.2% | -89.5% | +30.9% |
| 5Y | -19.2% | +91.8% | -111.0% | -26.8% |
| 10Y | +280.4% | +215.2% | +65.2% | +221.5% |
| All | +6,825.8% | +7,518.9% | -693.1% | +3,779.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling