+218.0%
XLE vs FIVE
+31.2%
+186.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.3% |
| 7D | +2.2% | +4.3% | -2.1% | +1.8% |
| 30D | +11.8% | +12.5% | -0.7% | +10.4% |
| 3M | +9.8% | +31.2% | -21.4% | +6.8% |
| 6M | +15.6% | +14.4% | +1.2% | +13.4% |
| YTD | +45.3% | +33.9% | +11.4% | +39.9% |
| 1Y | +48.3% | +65.1% | -16.7% | +39.3% |
| 3Y | +55.4% | +49.0% | +6.5% | +42.3% |
| All | +218.0% | +31.2% | +186.8% | +200.8% |
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 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