-15.9%
RFMZ price history and return analytics
+57.0%
-72.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -3.8% | +2.4% | -6.1% | -4.4% |
| 30D | +2.6% | -1.5% | +4.1% | +3.0% |
| 3M | -10.8% | -4.1% | -6.6% | -9.7% |
| 6M | -9.6% | +0.6% | -10.1% | -9.8% |
| YTD | -1.5% | +11.0% | -12.6% | -4.7% |
| 1Y | -2.2% | +13.3% | -15.6% | -5.9% |
| 3Y | +18.1% | +73.4% | -55.3% | -0.4% |
| All | -15.9% | +57.0% | -72.9% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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