+54.6%
XLE vs FIVE
+50.0%
+4.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.2% |
| 7D | +2.2% | +4.3% | -2.1% | +1.9% |
| 30D | +11.8% | +12.5% | -0.7% | +10.8% |
| 3M | +9.8% | +31.2% | -21.4% | +7.5% |
| 6M | +15.6% | +14.4% | +1.2% | +13.9% |
| YTD | +45.3% | +33.9% | +11.4% | +41.0% |
| 1Y | +48.3% | +65.1% | -16.7% | +40.9% |
| All | +54.6% | +50.0% | +4.6% | +36.3% |
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