-41.4%
FIS vs FIVE
+43.9%
-85.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -27.4% | +7.3% | -34.7% | -27.8% |
| 30D | -16.8% | +18.1% | -34.9% | -18.0% |
| 3M | -32.6% | +7.7% | -40.3% | -33.1% |
| 6M | -33.4% | +13.6% | -47.0% | -34.4% |
| YTD | -56.0% | +34.6% | -90.6% | -57.4% |
| 1Y | -55.1% | +66.2% | -121.3% | -57.3% |
| 3Y | -41.4% | +43.5% | -84.9% | -46.9% |
| All | -41.4% | +43.9% | -85.3% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling