+154.0%
XEL vs FIVE
+486.0%
-332.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.7% |
| 7D | +0.9% | +1.7% | -0.8% | +0.7% |
| 30D | -0.9% | +5.0% | -5.9% | -1.3% |
| 3M | -1.4% | +29.5% | -30.9% | -3.7% |
| 6M | -5.8% | +12.4% | -18.2% | -7.2% |
| YTD | +4.7% | +31.2% | -26.5% | +1.7% |
| 1Y | +9.1% | +72.9% | -63.8% | +3.2% |
| 3Y | +47.8% | +53.0% | -5.2% | +39.1% |
| 5Y | +29.0% | +34.2% | -5.1% | +20.7% |
| 10Y | +154.0% | +497.6% | -343.6% | +104.3% |
| All | +154.0% | +486.0% | -332.0% | +104.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling