+52.8%
RMD vs FIVE
+50.0%
+2.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -0.9% |
| 7D | -5.0% | +4.3% | -9.2% | -5.4% |
| 30D | +2.2% | +12.5% | -10.3% | +0.9% |
| 3M | +17.8% | +31.2% | -13.4% | +14.4% |
| 6M | -11.3% | +14.4% | -25.7% | -12.9% |
| YTD | -4.4% | +33.9% | -38.3% | -7.8% |
| 1Y | -15.7% | +65.1% | -80.8% | -20.7% |
| All | +52.8% | +50.0% | +2.8% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling