-27.0%
FIS vs FIVE
+12.4%
-39.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.1% | +7.8% | +6.5% |
| 7D | +1.5% | -0.5% | +2.0% | +1.5% |
| 30D | -11.8% | +17.4% | -29.2% | -10.9% |
| 3M | -28.5% | +7.0% | -35.6% | -27.4% |
| 6M | -27.0% | +20.5% | -47.5% | -25.8% |
| All | -27.0% | +12.4% | -39.5% | -25.8% |
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