-1.4%
RMD vs FIVE
+63.3%
-64.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.7% | -0.8% | +5.4% |
| 7D | -3.9% | +7.5% | -11.3% | -4.3% |
| 30D | +7.9% | +16.7% | -8.8% | +7.1% |
| 3M | +8.1% | +13.4% | -5.3% | +6.9% |
| 6M | +15.5% | +9.0% | +6.5% | +15.8% |
| YTD | +0.7% | +33.8% | -33.1% | -4.2% |
| 1Y | -1.4% | +61.2% | -62.5% | -9.2% |
| All | -1.4% | +63.3% | -64.6% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling