-40.4%
FND vs FIVE
+40.0%
-80.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -6.8% | +2.7% | -9.5% | -7.6% |
| 30D | +8.0% | +12.7% | -4.7% | +4.1% |
| 3M | -18.9% | +2.1% | -21.0% | -19.6% |
| 6M | +4.7% | +17.5% | -12.8% | -1.2% |
| YTD | -21.6% | +31.0% | -52.5% | -28.9% |
| 1Y | -22.0% | +67.7% | -89.8% | -34.6% |
| 3Y | -40.4% | +43.4% | -83.8% | -59.2% |
| All | -40.4% | +40.0% | -80.4% | -59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling