+197.4%
XLE vs FIVE
+826.1%
-628.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -2.2% |
| 7D | -10.3% | -1.7% | -8.6% | -10.1% |
| 30D | -3.3% | +14.9% | -18.3% | -5.9% |
| 3M | +8.2% | +7.6% | +0.5% | +6.1% |
| 6M | +5.0% | +6.4% | -1.4% | +2.7% |
| YTD | +40.6% | +28.1% | +12.5% | +31.8% |
| 1Y | +45.0% | +54.7% | -9.7% | +31.0% |
| 3Y | +56.3% | +36.1% | +20.3% | +37.2% |
| 5Y | +152.2% | +14.9% | +137.3% | +122.0% |
| 10Y | +173.0% | +578.8% | -405.9% | +65.4% |
| All | +197.4% | +826.1% | -628.7% | +66.1% |
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