+205.7%
XHB vs FIVE
+475.1%
-269.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -2.7% |
| 7D | +0.2% | +3.7% | -3.5% | -1.0% |
| 30D | -9.1% | +4.0% | -13.0% | -10.4% |
| 3M | -2.3% | +36.2% | -38.6% | -11.9% |
| 6M | -4.1% | +18.0% | -22.1% | -10.4% |
| YTD | -1.7% | +34.9% | -36.6% | -12.2% |
| 1Y | -15.1% | +67.9% | -83.0% | -29.8% |
| 3Y | +26.8% | +57.3% | -30.5% | -1.2% |
| 5Y | +37.3% | +39.5% | -2.2% | +7.5% |
| 10Y | +205.7% | +496.4% | -290.7% | +51.8% |
| All | +205.7% | +475.1% | -269.4% | +51.8% |
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