+40.7%
XLC vs FIVE
+16.7%
+24.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +3.7% | +2.7% | +1.1% | +3.2% |
| 30D | -1.9% | +12.7% | -14.6% | -4.1% |
| 3M | -3.1% | +2.1% | -5.2% | -3.8% |
| 6M | -6.4% | +17.5% | -23.8% | -9.8% |
| YTD | -6.8% | +31.0% | -37.8% | -12.6% |
| 1Y | -1.7% | +67.7% | -69.4% | -12.1% |
| 3Y | +64.7% | +43.4% | +21.3% | +46.8% |
| All | +40.7% | +16.7% | +24.0% | +25.3% |
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 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