+451.9%
XBI vs FIVE
+868.1%
-416.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.6% |
| 7D | +0.9% | +4.3% | -3.4% | -0.2% |
| 30D | +7.1% | +12.5% | -5.5% | +3.8% |
| 3M | +22.9% | +31.2% | -8.3% | +14.5% |
| 6M | +29.7% | +14.4% | +15.3% | +24.1% |
| YTD | +34.5% | +33.9% | +0.6% | +23.5% |
| 1Y | +76.1% | +65.1% | +11.0% | +52.9% |
| 3Y | +103.2% | +49.0% | +54.2% | +70.5% |
| 5Y | +22.8% | +30.3% | -7.4% | +3.7% |
| 10Y | +176.3% | +481.1% | -304.8% | +59.7% |
| All | +451.9% | +868.1% | -416.3% | +178.1% |
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