-55.0%
FIS vs FIVE
+63.1%
-118.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.6% | -7.0% | -1.2% |
| 7D | -29.4% | +6.2% | -35.6% | -29.2% |
| 30D | -16.7% | +18.2% | -34.9% | -17.2% |
| 3M | -33.0% | +3.8% | -36.8% | -32.7% |
| 6M | -33.3% | +13.7% | -47.1% | -33.6% |
| YTD | -56.0% | +34.7% | -90.7% | -58.2% |
| All | -55.0% | +63.1% | -118.2% | -58.3% |
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