+142.5%
XLC vs FIVE
+156.0%
-13.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -2.3% |
| 7D | -0.8% | +4.3% | -5.1% | -1.8% |
| 30D | +1.0% | +12.5% | -11.5% | -1.7% |
| 3M | -0.7% | +31.2% | -31.9% | -6.7% |
| 6M | -5.1% | +14.4% | -19.5% | -8.9% |
| YTD | -4.3% | +33.9% | -38.2% | -11.4% |
| 1Y | -0.6% | +65.1% | -65.6% | -12.6% |
| 3Y | +72.7% | +49.0% | +23.7% | +47.0% |
| 5Y | +38.0% | +30.3% | +7.7% | +17.1% |
| All | +142.5% | +156.0% | -13.6% | +58.3% |
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 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