-39.3%
FND vs FIVE
+66.7%
-106.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | -0.1% |
| 7D | -5.2% | +4.3% | -9.5% | -6.7% |
| 30D | -19.9% | +12.5% | -32.4% | -23.4% |
| 3M | +2.7% | +31.2% | -28.5% | -7.1% |
| 6M | -21.7% | +14.4% | -36.0% | -26.4% |
| YTD | -17.5% | +33.9% | -51.4% | -27.4% |
| 1Y | -39.3% | +65.1% | -104.4% | -51.7% |
| All | -39.3% | +66.7% | -106.0% | -51.7% |
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 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