-56.4%
FICO vs FIVE
+63.3%
-119.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.7% | -9.9% | -2.9% |
| 7D | +0.4% | +7.5% | -7.1% | +0.7% |
| 30D | +1.7% | +16.7% | -15.1% | +2.2% |
| 3M | -33.0% | +13.4% | -46.4% | -32.7% |
| 6M | -33.9% | +9.0% | -42.9% | -33.2% |
| YTD | -58.5% | +33.8% | -92.3% | -58.8% |
| 1Y | -56.4% | +61.2% | -117.5% | -58.5% |
| All | -56.4% | +63.3% | -119.6% | -58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling