+259.3%
XHB vs FIVE
+596.6%
-337.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.6% | -2.0% | +1.8% |
| 7D | +1.3% | +6.2% | -4.9% | -0.5% |
| 30D | +11.8% | +18.2% | -6.4% | +6.1% |
| 3M | -3.8% | +3.8% | -7.7% | -5.4% |
| 6M | +4.1% | +13.7% | -9.6% | -1.4% |
| YTD | +4.0% | +34.7% | -30.8% | -7.3% |
| 1Y | +1.6% | +66.6% | -65.1% | -15.5% |
| 3Y | +43.2% | +44.3% | -1.1% | +15.3% |
| 5Y | +35.8% | +18.8% | +17.1% | +12.7% |
| 10Y | +259.3% | +569.2% | -309.9% | +78.5% |
| All | +259.3% | +596.6% | -337.3% | +78.5% |
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 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