+164.2%
XLB vs FIVE
+562.8%
-398.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +0.5% | +7.3% | -6.8% | -1.0% |
| 30D | +6.9% | +18.1% | -11.1% | +3.2% |
| 3M | -0.2% | +7.7% | -7.9% | -2.1% |
| 6M | +3.3% | +13.6% | -10.3% | -0.4% |
| YTD | +18.0% | +34.6% | -16.6% | +9.1% |
| 1Y | +24.2% | +66.2% | -42.0% | +9.6% |
| 3Y | +44.7% | +43.5% | +1.2% | +24.7% |
| 5Y | +31.6% | +20.7% | +10.9% | +14.2% |
| 10Y | +164.2% | +541.5% | -377.3% | +63.1% |
| All | +164.2% | +562.8% | -398.5% | +63.1% |
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