+30.0%
XLB vs FIVE
+20.2%
+9.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | +7.2% | +17.4% | -10.2% | +4.3% |
| 3M | 0.0% | +7.0% | -7.0% | -1.4% |
| 6M | +2.3% | +20.5% | -18.2% | -1.6% |
| YTD | +18.4% | +33.1% | -14.7% | +11.3% |
| 1Y | +23.3% | +67.1% | -43.7% | +11.3% |
| 3Y | +45.2% | +41.9% | +3.3% | +30.2% |
| All | +30.0% | +20.2% | +9.7% | +15.5% |
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 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