-83.7%
FIG vs FIVE
+72.8%
-156.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -13.1% | -0.3% | -12.8% | -12.8% |
| 30D | -13.0% | +17.7% | -30.7% | -15.1% |
| 3M | -21.5% | +4.0% | -25.5% | -22.6% |
| 6M | -2.5% | +2.6% | -5.1% | -4.2% |
| YTD | -49.7% | +27.6% | -77.2% | -54.1% |
| 1Y | -59.1% | +59.9% | -119.0% | -66.2% |
| All | -83.7% | +72.8% | -156.5% | -86.7% |
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