-23.9%
FDS vs FIVE
+40.0%
-63.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +1.5% | +2.7% | -1.2% | +1.3% |
| 30D | +14.8% | +12.7% | +2.2% | +13.9% |
| 3M | +16.3% | +2.1% | +14.2% | +16.0% |
| 6M | +66.2% | +17.5% | +48.8% | +64.2% |
| YTD | +16.2% | +31.0% | -14.7% | +13.7% |
| 1Y | +21.8% | +67.7% | -45.9% | +17.1% |
| 3Y | -23.9% | +43.4% | -67.3% | -21.6% |
| All | -23.9% | +40.0% | -63.8% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling