-58.8%
FICO vs FIVE
+63.1%
-121.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.6% | -2.9% | +2.9% |
| 7D | -0.1% | +6.2% | -6.2% | +0.1% |
| 30D | +8.4% | +18.2% | -9.8% | +8.9% |
| 3M | -30.5% | +3.8% | -34.3% | -30.5% |
| 6M | -35.7% | +13.7% | -49.5% | -35.1% |
| YTD | -57.2% | +34.7% | -91.9% | -58.2% |
| All | -58.8% | +63.1% | -121.9% | -63.0% |
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