-4.7%
RMD vs FIVE
+63.1%
-67.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.4% | -0.3% |
| 7D | +1.2% | +6.2% | -5.0% | +0.7% |
| 30D | +2.5% | +18.2% | -15.7% | +1.5% |
| 3M | +11.5% | +3.8% | +7.7% | +11.0% |
| 6M | +14.7% | +13.7% | +1.0% | +13.8% |
| YTD | -1.3% | +34.7% | -36.0% | -7.2% |
| All | -4.7% | +63.1% | -67.9% | -16.0% |
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