+12.5%
FN vs FIVE
+66.7%
-54.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.0% | +0.4% |
| 7D | -1.7% | +4.3% | -5.9% | -3.9% |
| 30D | -22.0% | +12.5% | -34.5% | -27.4% |
| 3M | -43.0% | +31.2% | -74.2% | -51.5% |
| 6M | -27.7% | +14.4% | -42.1% | -34.5% |
| YTD | -10.5% | +33.9% | -44.4% | -27.5% |
| 1Y | +12.5% | +65.1% | -52.6% | -20.6% |
| All | +12.5% | +66.7% | -54.2% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling