+127.5%
XLC vs FIVE
+144.0%
-16.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +4.9% | -0.3% | +5.2% | +4.9% |
| 30D | -5.8% | +17.7% | -23.5% | -9.1% |
| 3M | -5.4% | +4.0% | -9.4% | -6.6% |
| 6M | -10.2% | +2.6% | -12.8% | -11.6% |
| YTD | -10.2% | +27.6% | -37.7% | -16.2% |
| 1Y | -5.6% | +59.9% | -65.6% | -16.4% |
| 3Y | +61.0% | +35.8% | +25.2% | +40.1% |
| 5Y | +35.2% | +14.4% | +20.8% | +18.4% |
| All | +127.5% | +144.0% | -16.4% | +49.7% |
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