+136.1%
FDS vs FIVE
+563.4%
-427.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +20.2% | +17.7% | +2.5% | +16.8% |
| 3M | +19.9% | +4.0% | +15.9% | +18.8% |
| 6M | +56.2% | +2.6% | +53.5% | +54.2% |
| YTD | +14.6% | +27.6% | -13.0% | +8.3% |
| 1Y | +31.6% | +59.9% | -28.3% | +19.2% |
| 3Y | -23.8% | +35.8% | -59.6% | -31.8% |
| 5Y | -22.6% | +14.4% | -37.0% | -30.4% |
| All | +136.1% | +563.4% | -427.3% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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