+246.5%
RMD vs FND
+66.0%
+180.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | -5.0% | -5.2% | +0.2% | -3.9% |
| 30D | +2.2% | -19.9% | +22.1% | +6.8% |
| 3M | +17.8% | +2.7% | +15.1% | +16.3% |
| 6M | -11.3% | -21.7% | +10.3% | -7.8% |
| YTD | -4.4% | -17.5% | +13.1% | -2.2% |
| 1Y | -15.7% | -39.3% | +23.6% | -8.2% |
| 3Y | +47.7% | -49.8% | +97.5% | +63.3% |
| 5Y | -19.2% | -60.1% | +40.9% | -10.1% |
| All | +246.5% | +66.0% | +180.4% | +198.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling