+167.2%
XLE vs FIVE
+563.4%
-396.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -12.0% | -0.3% | -11.7% | -12.0% |
| 30D | -2.7% | +17.7% | -20.4% | -5.9% |
| 3M | +6.6% | +4.0% | +2.6% | +5.1% |
| 6M | +9.5% | +2.6% | +6.9% | +7.7% |
| YTD | +40.6% | +27.6% | +13.0% | +31.1% |
| 1Y | +43.6% | +59.9% | -16.3% | +27.5% |
| 3Y | +58.1% | +35.8% | +22.3% | +37.6% |
| 5Y | +152.2% | +14.4% | +137.8% | +121.0% |
| All | +167.2% | +563.4% | -396.3% | +62.8% |
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