+29.0%
XLB vs FIVE
+14.2%
+14.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | +6.1% | +17.7% | -11.6% | +3.1% |
| 3M | 0.0% | +4.0% | -3.9% | -0.9% |
| 6M | 0.0% | +2.6% | -2.7% | -1.2% |
| YTD | +16.0% | +27.6% | -11.6% | +9.9% |
| 1Y | +24.7% | +59.9% | -35.2% | +13.4% |
| 3Y | +40.4% | +35.8% | +4.6% | +26.9% |
| All | +29.0% | +14.2% | +14.9% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling