+66.4%
FND vs FIVE
+415.0%
-348.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.6% | -1.5% | +1.3% |
| 7D | +8.5% | +6.2% | +2.3% | +5.6% |
| 30D | +17.2% | +18.2% | -1.0% | +8.2% |
| 3M | -14.9% | +3.8% | -18.8% | -16.8% |
| 6M | +3.1% | +13.7% | -10.6% | -4.5% |
| YTD | -12.4% | +34.7% | -47.1% | -26.4% |
| 1Y | -10.0% | +66.6% | -76.6% | -32.1% |
| 3Y | -31.3% | +44.3% | -75.6% | -50.3% |
| 5Y | -60.3% | +18.8% | -79.1% | -68.9% |
| All | +66.4% | +415.0% | -348.6% | -28.5% |
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