+3,391.0%
FN vs FIVE
+868.1%
+2,522.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.0% | +1.8% |
| 7D | -1.7% | +4.3% | -5.9% | -2.8% |
| 30D | -22.0% | +12.5% | -34.5% | -24.5% |
| 3M | -43.0% | +31.2% | -74.2% | -47.1% |
| 6M | -27.7% | +14.4% | -42.1% | -30.7% |
| YTD | -10.5% | +33.9% | -44.4% | -17.4% |
| 1Y | +12.5% | +65.1% | -52.6% | -1.4% |
| 3Y | +153.8% | +49.0% | +104.8% | +113.7% |
| 5Y | +288.0% | +30.3% | +257.7% | +225.9% |
| 10Y | +906.4% | +481.1% | +425.3% | +487.5% |
| All | +3,391.0% | +868.1% | +2,522.9% | +1,765.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling