+321.3%
FDS vs FIVE
+826.1%
-504.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.2% |
| 7D | +6.4% | -1.7% | +8.1% | +6.6% |
| 30D | +25.2% | +14.9% | +10.2% | +22.4% |
| 3M | +22.9% | +7.6% | +15.3% | +21.2% |
| 6M | +56.5% | +6.4% | +50.1% | +53.8% |
| YTD | +19.0% | +28.1% | -9.1% | +12.9% |
| 1Y | +32.7% | +54.7% | -22.0% | +22.0% |
| 3Y | -20.4% | +36.1% | -56.5% | -28.4% |
| 5Y | -19.6% | +14.9% | -34.5% | -27.5% |
| 10Y | +148.5% | +578.8% | -430.3% | +63.2% |
| All | +321.3% | +826.1% | -504.8% | +164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling