+150.2%
XLE vs FIVE
+19.1%
+131.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | 0.0% |
| 7D | -7.9% | +6.2% | -14.1% | -8.4% |
| 30D | -4.8% | +18.2% | -23.0% | -6.3% |
| 3M | +8.4% | +3.8% | +4.5% | +7.7% |
| 6M | +12.7% | +13.7% | -1.1% | +10.7% |
| YTD | +41.3% | +34.7% | +6.6% | +35.8% |
| 1Y | +42.3% | +66.6% | -24.3% | +33.5% |
| 3Y | +65.1% | +44.3% | +20.8% | +51.7% |
| 5Y | +150.2% | +18.8% | +131.4% | +141.6% |
| All | +150.2% | +19.1% | +131.1% | +141.6% |
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