+268.2%
RMD vs FIVE
+475.1%
-206.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.3% |
| 7D | -4.5% | +3.7% | -8.1% | -5.1% |
| 30D | +4.6% | +4.0% | +0.6% | +3.7% |
| 3M | +14.8% | +36.2% | -21.5% | +7.6% |
| 6M | -12.1% | +18.0% | -30.1% | -15.8% |
| YTD | -7.5% | +34.9% | -42.4% | -13.8% |
| 1Y | -20.1% | +67.9% | -88.0% | -29.0% |
| 3Y | +53.9% | +57.3% | -3.4% | +31.7% |
| 5Y | -22.2% | +39.5% | -61.7% | -33.9% |
| 10Y | +268.2% | +496.4% | -228.2% | +128.6% |
| All | +268.2% | +475.1% | -206.8% | +128.6% |
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