+176.5%
XLE vs FIVE
+505.3%
-328.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | +4.4% | +2.4% | +1.9% | +3.9% |
| 30D | -4.3% | +15.8% | -20.1% | -7.2% |
| 3M | +6.0% | +3.8% | +2.3% | +4.7% |
| 6M | +13.2% | +18.5% | -5.3% | +8.2% |
| YTD | +46.7% | +31.2% | +15.5% | +36.1% |
| 1Y | +46.6% | +61.8% | -15.2% | +29.9% |
| 3Y | +69.6% | +39.9% | +29.7% | +46.6% |
| 5Y | +166.5% | +18.3% | +148.2% | +131.8% |
| All | +176.5% | +505.3% | -328.9% | +66.8% |
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