+409.4%
XBI vs FIVE
+848.8%
-439.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.8% | -2.9% |
| 7D | +1.9% | +2.4% | -0.6% | +1.3% |
| 30D | +3.0% | +15.8% | -12.8% | -0.7% |
| 3M | -5.1% | +3.8% | -8.9% | -6.2% |
| 6M | +12.2% | +18.5% | -6.4% | +6.6% |
| YTD | +24.1% | +31.2% | -7.1% | +14.5% |
| 1Y | +33.1% | +61.8% | -28.7% | +16.5% |
| 3Y | +127.3% | +39.9% | +87.4% | +93.9% |
| 5Y | +20.2% | +18.3% | +1.9% | +4.0% |
| 10Y | +131.6% | +510.0% | -378.4% | +32.9% |
| All | +409.4% | +848.8% | -439.4% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling