+48.5%
FND vs FIVE
+401.6%
-353.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.6% |
| 7D | -0.8% | +1.7% | -2.4% | -1.7% |
| 30D | -19.6% | +5.0% | -24.6% | -21.8% |
| 3M | -4.3% | +29.5% | -33.8% | -16.3% |
| 6M | -20.4% | +12.4% | -32.9% | -26.5% |
| YTD | -21.9% | +31.2% | -53.1% | -33.4% |
| 1Y | -45.2% | +72.9% | -118.1% | -59.6% |
| 3Y | -49.2% | +53.0% | -102.2% | -64.7% |
| 5Y | -61.8% | +34.2% | -96.0% | -72.0% |
| All | +48.5% | +401.6% | -353.1% | -35.3% |
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