+129.4%
FDS vs FIVE
+505.3%
-375.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -2.6% | +2.4% | -5.0% | -3.0% |
| 30D | +14.1% | +15.8% | -1.8% | +11.1% |
| 3M | +19.8% | +3.8% | +16.0% | +18.7% |
| 6M | +55.0% | +18.5% | +36.4% | +49.3% |
| YTD | +15.9% | +31.2% | -15.3% | +9.0% |
| 1Y | +24.2% | +61.8% | -37.6% | +12.3% |
| 3Y | -24.0% | +39.9% | -63.9% | -32.4% |
| 5Y | -23.3% | +18.3% | -41.6% | -31.6% |
| All | +129.4% | +505.3% | -375.9% | +48.1% |
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