-84.0%
FIG vs FIVE
+73.5%
-157.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.3% | -12.4% | -15.8% |
| 7D | -17.4% | -1.7% | -15.7% | -16.9% |
| 30D | -15.9% | +14.9% | -30.8% | -17.6% |
| 3M | -34.5% | +7.6% | -42.1% | -36.0% |
| 6M | -5.0% | +6.4% | -11.5% | -7.7% |
| YTD | -50.7% | +28.1% | -78.7% | -55.0% |
| 1Y | -58.1% | +54.7% | -112.8% | -65.0% |
| All | -84.0% | +73.5% | -157.5% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling