-23.6%
FPS vs FIVE
+28.0%
-51.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.4% | -8.4% | -9.5% |
| 7D | +21.6% | +2.4% | +19.2% | +21.0% |
| 30D | -38.8% | +15.8% | -54.6% | -40.6% |
| 3M | -42.1% | +3.8% | -45.9% | -42.6% |
| 6M | -48.5% | +18.5% | -67.0% | -52.3% |
| All | -23.6% | +28.0% | -51.6% | -42.0% |
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