-62.2%
FIS vs FIVE
+31.2%
-93.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.7% |
| 7D | +1.1% | +4.3% | -3.2% | +0.4% |
| 30D | -2.2% | +12.5% | -14.7% | -4.0% |
| 3M | +2.1% | +31.2% | -29.1% | -2.1% |
| 6M | -14.7% | +14.4% | -29.0% | -17.0% |
| YTD | -35.7% | +33.9% | -69.6% | -39.0% |
| 1Y | -37.1% | +65.1% | -102.1% | -42.4% |
| 3Y | -20.0% | +49.0% | -69.0% | -27.5% |
| All | -62.2% | +31.2% | -93.5% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling