-6.6%
RMD vs FIVE
+14.2%
-20.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.7% |
| 3M | +5.7% | +4.0% | +1.7% | +4.8% |
| 6M | +12.9% | +2.6% | +10.3% | +11.7% |
| YTD | -1.5% | +27.6% | -29.1% | -6.2% |
| 1Y | -4.8% | +59.9% | -64.7% | -12.6% |
| 3Y | +57.5% | +35.8% | +21.7% | +45.0% |
| All | -6.6% | +14.2% | -20.8% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling