-13.9%
XHB vs FIVE
+64.7%
-78.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.0% |
| 7D | -1.9% | +1.7% | -3.6% | -2.2% |
| 30D | -8.3% | +5.0% | -13.3% | -9.3% |
| 3M | -7.1% | +29.5% | -36.6% | -11.8% |
| 6M | -5.3% | +12.4% | -17.7% | -7.7% |
| YTD | -3.2% | +31.2% | -34.4% | -8.9% |
| 1Y | -13.9% | +72.9% | -86.7% | -24.3% |
| All | -13.9% | +64.7% | -78.6% | -24.3% |
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 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