-65.6%
XE vs FIVE
+5.2%
-70.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +6.7% | -15.2% | -10.6% |
| 7D | -12.9% | +7.5% | -20.4% | -15.2% |
| 30D | -30.3% | +16.7% | -47.0% | -34.3% |
| 3M | -45.9% | +13.4% | -59.2% | -47.6% |
| 6M | -66.2% | +9.0% | -75.3% | -65.1% |
| All | -65.6% | +5.2% | -70.8% | -64.2% |
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 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