-39.8%
FIS vs FIVE
+34.8%
-74.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -25.5% | -0.3% | -25.2% | -25.5% |
| 30D | -15.1% | +17.7% | -32.7% | -16.3% |
| 3M | -32.1% | +4.0% | -36.1% | -32.5% |
| 6M | -36.1% | +2.6% | -38.7% | -36.5% |
| YTD | -55.4% | +27.6% | -83.0% | -56.6% |
| 1Y | -53.9% | +59.9% | -113.8% | -56.1% |
| 3Y | -39.8% | +35.8% | -75.5% | -45.3% |
| All | -39.8% | +34.8% | -74.6% | -45.3% |
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 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