+289.9%
XLB vs FIVE
+822.5%
-532.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.8% |
| 3M | 0.0% | +4.0% | -3.9% | -1.0% |
| 6M | 0.0% | +2.6% | -2.7% | -1.4% |
| YTD | +16.0% | +27.6% | -11.6% | +9.3% |
| 1Y | +24.7% | +59.9% | -35.2% | +12.4% |
| 3Y | +40.4% | +35.8% | +4.6% | +24.0% |
| 5Y | +30.7% | +14.4% | +16.2% | +16.0% |
| 10Y | +173.3% | +576.1% | -402.9% | +74.7% |
| All | +289.9% | +822.5% | -532.6% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling