+338.4%
RMD vs FIVE
+562.8%
-224.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.1% | +7.3% | -4.2% | +1.7% |
| 30D | +1.8% | +18.1% | -16.3% | -1.4% |
| 3M | +6.7% | +7.7% | -1.0% | +4.9% |
| 6M | +13.9% | +13.6% | +0.3% | +10.0% |
| YTD | -2.0% | +34.6% | -36.6% | -8.8% |
| 1Y | -5.4% | +66.2% | -71.7% | -15.6% |
| 3Y | +67.4% | +43.5% | +23.9% | +46.4% |
| 5Y | -5.7% | +20.7% | -26.4% | -17.0% |
| 10Y | +338.4% | +541.5% | -203.1% | +181.5% |
| All | +338.4% | +562.8% | -224.4% | +181.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling