+9.1%
XEL vs FIVE
+64.7%
-55.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -1.0% |
| 7D | +0.9% | +1.7% | -0.8% | +1.0% |
| 30D | -0.9% | +5.0% | -5.9% | -0.7% |
| 3M | -1.4% | +29.5% | -30.9% | -0.7% |
| 6M | -5.8% | +12.4% | -18.2% | -5.1% |
| YTD | +4.7% | +31.2% | -26.5% | +5.7% |
| 1Y | +9.1% | +72.9% | -63.8% | +11.5% |
| All | +9.1% | +64.7% | -55.7% | +11.5% |
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