+207.3%
XLE vs FIVE
+868.1%
-660.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.8% |
| 7D | +2.2% | +4.3% | -2.1% | +1.4% |
| 30D | +11.8% | +12.5% | -0.7% | +9.1% |
| 3M | +9.8% | +31.2% | -21.4% | +4.0% |
| 6M | +15.6% | +14.4% | +1.2% | +11.3% |
| YTD | +45.3% | +33.9% | +11.4% | +35.5% |
| 1Y | +48.3% | +65.1% | -16.7% | +32.4% |
| 3Y | +55.4% | +49.0% | +6.5% | +34.2% |
| 5Y | +216.1% | +30.3% | +185.8% | +170.7% |
| 10Y | +178.4% | +481.1% | -302.7% | +72.0% |
| All | +207.3% | +868.1% | -660.8% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling