-20.0%
RMD vs FTV
+18.9%
-38.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.4% |
| 3M | +14.8% | -7.4% | +22.2% | +17.8% |
| 6M | -12.1% | -1.2% | -10.9% | -12.5% |
| YTD | -7.5% | +2.7% | -10.2% | -10.0% |
| All | -20.0% | +18.9% | -38.9% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling