+53.9%
RMD vs FND
-49.6%
+103.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -2.1% |
| 7D | -4.5% | +0.4% | -4.8% | -4.5% |
| 30D | +4.6% | -23.6% | +28.2% | +11.0% |
| 3M | +14.8% | +4.3% | +10.4% | +12.6% |
| 6M | -12.1% | -20.3% | +8.2% | -8.4% |
| YTD | -7.5% | -21.3% | +13.8% | -4.2% |
| 1Y | -20.1% | -45.4% | +25.3% | -8.9% |
| 3Y | +53.9% | -48.9% | +102.8% | +68.8% |
| All | +53.9% | -49.6% | +103.4% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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