-64.3%
XE vs FIVE
+0.3%
-64.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.9% | -0.4% | +16.3% | +16.0% |
| 7D | -4.6% | -0.3% | -4.3% | -4.4% |
| 30D | -27.5% | +17.7% | -45.2% | -32.1% |
| 3M | -49.9% | +4.0% | -53.9% | -50.1% |
| 6M | -67.2% | +2.6% | -69.8% | -65.4% |
| All | -64.3% | +0.3% | -64.6% | -62.2% |
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 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