-4.4%
RMD vs FND
-63.9%
+59.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.8% |
| 7D | +2.1% | -6.8% | +8.9% | +3.8% |
| 30D | +2.1% | +8.0% | -5.9% | +0.1% |
| 3M | +6.2% | -18.9% | +25.2% | +11.5% |
| 6M | +19.4% | +4.7% | +14.7% | +16.3% |
| YTD | +0.5% | -21.6% | +22.1% | +4.2% |
| 1Y | -3.9% | -22.0% | +18.1% | -0.5% |
| 3Y | +72.5% | -40.4% | +113.0% | +84.6% |
| All | -4.4% | -63.9% | +59.5% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling