-23.4%
FDS vs FIVE
+42.3%
-65.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.8% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | +16.0% | +17.4% | -1.4% | +14.7% |
| 3M | +18.8% | +7.0% | +11.8% | +18.1% |
| 6M | +54.1% | +20.5% | +33.6% | +51.9% |
| YTD | +17.0% | +33.1% | -16.1% | +14.3% |
| 1Y | +25.5% | +67.1% | -41.6% | +20.7% |
| All | -23.4% | +42.3% | -65.6% | -21.2% |
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