+181.5%
XEL vs FIVE
+562.8%
-381.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.7% | +7.3% | -5.6% | +1.1% |
| 30D | +8.6% | +18.1% | -9.5% | +7.1% |
| 3M | +5.1% | +7.7% | -2.6% | +4.3% |
| 6M | +2.5% | +13.6% | -11.1% | +1.0% |
| YTD | +11.0% | +34.6% | -23.6% | +7.5% |
| 1Y | +2.7% | +66.2% | -63.5% | -2.4% |
| 3Y | +49.7% | +43.5% | +6.3% | +42.2% |
| 5Y | +46.1% | +20.7% | +25.5% | +39.2% |
| 10Y | +181.5% | +541.5% | -359.9% | +126.7% |
| All | +181.5% | +562.8% | -381.2% | +126.7% |
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 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