+64.6%
XLC vs FIVE
+42.3%
+22.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +3.5% | -0.5% | +4.0% | +3.5% |
| 30D | -2.6% | +17.4% | -20.0% | -4.1% |
| 3M | -2.1% | +7.0% | -9.1% | -2.9% |
| 6M | -5.5% | +20.5% | -25.9% | -7.6% |
| YTD | -6.9% | +33.1% | -40.0% | -10.2% |
| 1Y | -3.7% | +67.1% | -70.8% | -9.4% |
| All | +64.6% | +42.3% | +22.3% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling