+277.3%
RMD vs FTV
+80.4%
+196.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | -4.5% | -0.4% | -4.1% | -4.3% |
| 30D | +4.6% | -8.3% | +12.9% | +8.3% |
| 3M | +14.8% | -7.4% | +22.2% | +18.1% |
| 6M | -12.1% | -1.2% | -10.9% | -12.0% |
| YTD | -7.5% | +2.7% | -10.2% | -9.2% |
| 1Y | -20.1% | +18.4% | -38.5% | -26.1% |
| 3Y | +53.9% | -2.0% | +55.9% | +51.3% |
| 5Y | -22.2% | +3.4% | -25.6% | -26.5% |
| All | +277.3% | +80.4% | +196.9% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling