+130.0%
FDS vs FIVE
+596.6%
-466.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -6.0% | -1.3% |
| 7D | -5.0% | +6.2% | -11.1% | -6.0% |
| 30D | +13.8% | +18.2% | -4.4% | +10.4% |
| 3M | +14.8% | +3.8% | +11.0% | +13.8% |
| 6M | +47.4% | +13.7% | +33.7% | +43.0% |
| YTD | +14.2% | +34.7% | -20.6% | +6.8% |
| 1Y | +26.6% | +66.6% | -40.0% | +13.9% |
| 3Y | -24.4% | +44.3% | -68.7% | -33.1% |
| 5Y | -22.6% | +18.8% | -41.4% | -30.9% |
| 10Y | +130.0% | +569.2% | -439.2% | +47.5% |
| All | +130.0% | +596.6% | -466.6% | +47.5% |
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