+57.5%
RMD vs FIVE
+34.8%
+22.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | +4.1% | +17.7% | -13.5% | +2.7% |
| 3M | +5.7% | +4.0% | +1.7% | +5.1% |
| 6M | +12.9% | +2.6% | +10.3% | +12.3% |
| YTD | -1.5% | +27.6% | -29.1% | -4.4% |
| 1Y | -4.8% | +59.9% | -64.7% | -9.7% |
| 3Y | +57.5% | +35.8% | +21.7% | +44.2% |
| All | +57.5% | +34.8% | +22.6% | +44.2% |
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 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