-75.8%
FIVN vs FGI
-70.0%
-5.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.6% |
| 7D | -19.3% | -1.4% | -17.9% | -19.3% |
| 30D | -20.7% | -3.2% | -17.5% | -20.6% |
| 3M | -15.1% | +64.1% | -79.2% | -18.1% |
| 6M | +30.6% | +17.2% | +13.4% | +26.6% |
| YTD | +44.0% | +31.6% | +12.4% | +38.7% |
| 1Y | +45.5% | +45.1% | +0.4% | +39.6% |
| 3Y | -52.8% | -2.0% | -50.8% | -54.6% |
| All | -75.8% | -70.0% | -5.8% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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