-56.6%
FICO vs FIVE
+54.7%
-111.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +0.7% |
| 7D | -0.3% | -1.7% | +1.5% | -0.3% |
| 30D | +1.7% | +14.9% | -13.2% | +2.1% |
| 3M | -35.2% | +7.6% | -42.8% | -35.0% |
| 6M | -33.7% | +6.4% | -40.1% | -33.2% |
| YTD | -58.2% | +28.1% | -86.2% | -58.6% |
| 1Y | -56.6% | +54.7% | -111.3% | -58.9% |
| All | -56.6% | +54.7% | -111.3% | -58.9% |
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