+88.0%
FICO vs FIVE
+18.8%
+69.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.9% | +7.3% | -6.5% | -0.4% |
| 30D | +9.4% | +18.1% | -8.6% | +6.4% |
| 3M | -30.4% | +7.7% | -38.1% | -31.5% |
| 6M | -35.1% | +13.6% | -48.7% | -37.0% |
| YTD | -56.8% | +34.6% | -91.4% | -59.6% |
| 1Y | -58.4% | +66.2% | -124.6% | -62.7% |
| 3Y | -26.7% | +43.5% | -70.2% | -33.8% |
| 5Y | +88.0% | +20.7% | +67.4% | +64.7% |
| All | +88.0% | +18.8% | +69.2% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling