+65.5%
XLF vs FIVE
+38.7%
+26.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +0.2% | +3.7% | -3.5% | -0.4% |
| 30D | -0.5% | +4.0% | -4.5% | -1.2% |
| 3M | +10.6% | +36.2% | -25.6% | +5.5% |
| 6M | +14.3% | +18.0% | -3.7% | +10.7% |
| YTD | +5.5% | +34.9% | -29.4% | +0.1% |
| 1Y | +9.6% | +67.9% | -58.3% | +0.2% |
| 3Y | +75.2% | +57.3% | +17.9% | +56.8% |
| 5Y | +65.5% | +39.5% | +26.0% | +46.1% |
| All | +65.5% | +38.7% | +26.9% | +46.1% |
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 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