+217.7%
XLF vs FIVE
+504.2%
-286.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +2.7% | +2.7% | 0.0% | +2.1% |
| 30D | +7.6% | +12.7% | -5.0% | +4.9% |
| 3M | +1.1% | +2.1% | -1.0% | +0.3% |
| 6M | +15.9% | +17.5% | -1.6% | +10.8% |
| YTD | +8.4% | +31.0% | -22.5% | +0.7% |
| 1Y | +12.5% | +67.7% | -55.2% | -1.1% |
| 3Y | +81.6% | +43.4% | +38.2% | +56.1% |
| 5Y | +59.3% | +18.1% | +41.2% | +38.7% |
| All | +217.7% | +504.2% | -286.5% | +92.5% |
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