-83.2%
FIG vs FIVE
+82.4%
-165.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.5% | +2.0% |
| 7D | -12.6% | +6.2% | -18.8% | -13.4% |
| 30D | -13.8% | +18.2% | -32.0% | -16.1% |
| 3M | -16.7% | +3.8% | -20.5% | -17.6% |
| 6M | -6.1% | +13.7% | -19.8% | -9.8% |
| YTD | -48.1% | +34.7% | -82.8% | -53.2% |
| 1Y | -56.2% | +66.6% | -122.8% | -64.0% |
| All | -83.2% | +82.4% | -165.6% | -86.4% |
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