+25.2%
FDS vs FIVE
+63.0%
-37.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.0% | +7.3% | -9.3% | -2.4% |
| 30D | +13.5% | +18.1% | -4.5% | +12.6% |
| 3M | +15.2% | +7.7% | +7.5% | +14.7% |
| 6M | +47.0% | +13.6% | +33.4% | +46.4% |
| YTD | +13.9% | +34.6% | -20.7% | +13.6% |
| 1Y | +25.2% | +66.2% | -41.1% | +24.3% |
| All | +25.2% | +63.0% | -37.8% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling