-27.6%
FDS vs FIVE
+50.0%
-77.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.1% | -8.6% | -3.8% |
| 7D | -1.9% | +4.3% | -6.2% | -2.2% |
| 30D | +9.0% | +12.5% | -3.5% | +8.1% |
| 3M | +18.9% | +31.2% | -12.4% | +16.7% |
| 6M | +35.1% | +14.4% | +20.8% | +33.5% |
| YTD | +5.5% | +33.9% | -28.4% | +3.0% |
| 1Y | -16.8% | +65.1% | -81.9% | -20.1% |
| All | -27.6% | +50.0% | -77.6% | -28.1% |
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 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