-1.7%
XLC vs FIVE
+65.4%
-67.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | +0.6% | +3.7% | -3.1% | +0.3% |
| 30D | +0.2% | +4.0% | -3.7% | -0.1% |
| 3M | +0.6% | +36.2% | -35.6% | -2.0% |
| 6M | -4.5% | +18.0% | -22.5% | -5.9% |
| YTD | -4.7% | +34.9% | -39.6% | -7.6% |
| 1Y | -1.7% | +67.9% | -69.6% | -7.2% |
| All | -1.7% | +65.4% | -67.0% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling