+499.7%
FICO vs FIVE
+563.4%
-63.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.9% | -0.3% | -0.7% | -1.0% |
| 30D | +3.3% | +17.7% | -14.3% | -1.1% |
| 3M | -31.7% | +4.0% | -35.7% | -32.9% |
| 6M | -34.0% | +2.6% | -36.6% | -35.5% |
| YTD | -58.3% | +27.6% | -85.9% | -61.9% |
| 1Y | -57.9% | +59.9% | -117.9% | -63.9% |
| 3Y | -24.1% | +35.8% | -59.8% | -36.5% |
| 5Y | +85.3% | +14.4% | +70.9% | +56.6% |
| All | +499.7% | +563.4% | -63.8% | +224.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling