-36.1%
FIS vs FIVE
+4.7%
-40.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.3% |
| 7D | -25.5% | -0.3% | -25.2% | -25.0% |
| 30D | -15.1% | +17.7% | -32.7% | -14.7% |
| 3M | -32.1% | +4.0% | -36.1% | -31.5% |
| 6M | -36.1% | +2.6% | -38.7% | -36.6% |
| All | -36.1% | +4.7% | -40.7% | -36.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling