-51.1%
FIS vs FIVE
+63.3%
-114.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +6.7% | -30.4% | -23.5% |
| 7D | -18.4% | +7.5% | -25.9% | -18.3% |
| 30D | -11.4% | +16.7% | -28.1% | -11.9% |
| 3M | -32.0% | +13.4% | -45.3% | -32.2% |
| 6M | -35.6% | +9.0% | -44.6% | -35.7% |
| YTD | -53.8% | +33.8% | -87.6% | -55.8% |
| 1Y | -51.1% | +61.2% | -112.2% | -53.9% |
| All | -51.1% | +63.3% | -114.3% | -53.9% |
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