-16.7%
FDS vs FIVE
+31.2%
-47.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.1% | -8.6% | -4.1% |
| 7D | -1.9% | +4.3% | -6.2% | -2.4% |
| 30D | +9.0% | +12.5% | -3.5% | +7.4% |
| 3M | +18.9% | +31.2% | -12.4% | +14.7% |
| 6M | +35.1% | +14.4% | +20.8% | +32.1% |
| YTD | +5.5% | +33.9% | -28.4% | +0.9% |
| 1Y | -16.8% | +65.1% | -81.9% | -22.9% |
| 3Y | -28.1% | +49.0% | -77.0% | -33.0% |
| All | -16.7% | +31.2% | -47.9% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling