+251.6%
XLF vs FIVE
+486.0%
-234.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.2% |
| 7D | -1.0% | +1.7% | -2.7% | -1.4% |
| 30D | -1.3% | +5.0% | -6.3% | -2.5% |
| 3M | +9.1% | +29.5% | -20.3% | +2.8% |
| 6M | +14.4% | +12.4% | +1.9% | +10.1% |
| YTD | +5.1% | +31.2% | -26.1% | -2.3% |
| 1Y | +8.6% | +72.9% | -64.2% | -5.4% |
| 3Y | +74.4% | +53.0% | +21.4% | +47.3% |
| 5Y | +64.4% | +34.2% | +30.2% | +37.8% |
| 10Y | +251.6% | +497.6% | -246.0% | +104.4% |
| All | +251.6% | +486.0% | -234.4% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling