-52.4%
FN vs FIVE
+9.5%
-61.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.7% | -12.7% | -6.3% |
| 7D | -7.0% | +7.5% | -14.5% | -7.4% |
| 30D | -24.7% | +16.7% | -41.4% | -25.8% |
| 3M | -35.7% | +13.4% | -49.0% | -36.5% |
| 6M | -52.4% | +9.0% | -61.5% | -52.7% |
| All | -52.4% | +9.5% | -61.9% | -52.7% |
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