+81.3%
FN vs FIVE
+35.4%
+45.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.3% | -10.0% | -13.0% |
| 7D | -16.0% | -1.7% | -14.3% | -15.5% |
| 30D | -40.1% | +14.9% | -55.0% | -42.7% |
| 3M | -43.9% | +7.6% | -51.5% | -45.5% |
| 6M | -55.6% | +6.4% | -62.0% | -57.1% |
| YTD | -35.7% | +28.1% | -63.7% | -40.8% |
| 1Y | -39.8% | +54.7% | -94.5% | -47.3% |
| All | +81.3% | +35.4% | +45.9% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling