+743.6%
FN vs FIVE
+563.4%
+180.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.4% | +12.1% | +11.8% |
| 7D | 0.0% | -0.3% | +0.2% | 0.0% |
| 30D | -34.3% | +17.7% | -52.0% | -37.4% |
| 3M | -39.9% | +4.0% | -43.8% | -40.9% |
| 6M | -51.8% | +2.6% | -54.4% | -52.8% |
| YTD | -28.1% | +27.6% | -55.7% | -33.5% |
| 1Y | -29.1% | +59.9% | -89.0% | -38.2% |
| 3Y | +102.4% | +35.8% | +66.7% | +71.3% |
| 5Y | +171.7% | +14.4% | +157.2% | +130.7% |
| All | +743.6% | +563.4% | +180.1% | +427.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling