+323.9%
RMD vs FTV
+127.6%
+196.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.1% | +3.9% | -1.8% | +0.5% |
| 30D | +2.1% | +18.7% | -16.6% | -4.8% |
| 3M | +6.2% | +10.0% | -3.8% | +2.0% |
| 6M | +19.4% | +14.6% | +4.8% | +12.5% |
| YTD | +0.5% | +23.4% | -22.9% | -8.5% |
| 1Y | -3.9% | +31.3% | -35.2% | -14.8% |
| 3Y | +72.5% | +39.8% | +32.7% | +47.1% |
| 5Y | -1.5% | +17.7% | -19.2% | -11.8% |
| 10Y | +345.8% | +110.2% | +235.5% | +214.7% |
| All | +323.9% | +127.6% | +196.3% | +197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling