+126.0%
FDS vs FIVE
+562.8%
-436.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.0% | +7.3% | -9.3% | -3.2% |
| 30D | +13.5% | +18.1% | -4.5% | +10.2% |
| 3M | +15.2% | +7.7% | +7.5% | +13.4% |
| 6M | +47.0% | +13.6% | +33.4% | +42.7% |
| YTD | +13.9% | +34.6% | -20.7% | +6.6% |
| 1Y | +25.2% | +66.2% | -41.1% | +12.6% |
| 3Y | -25.3% | +43.5% | -68.8% | -33.9% |
| 5Y | -23.3% | +20.7% | -44.0% | -31.7% |
| 10Y | +126.0% | +541.5% | -415.5% | +45.7% |
| All | +126.0% | +562.8% | -436.8% | +45.7% |
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