+257.2%
XLI vs FIVE
+486.0%
-228.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.9% |
| 7D | -0.6% | +1.7% | -2.2% | -1.0% |
| 30D | -6.9% | +5.0% | -11.9% | -8.1% |
| 3M | -1.9% | +29.5% | -31.4% | -7.7% |
| 6M | +1.0% | +12.4% | -11.4% | -2.7% |
| YTD | +11.3% | +31.2% | -19.9% | +3.5% |
| 1Y | +15.8% | +72.9% | -57.0% | +0.9% |
| 3Y | +69.8% | +53.0% | +16.8% | +43.4% |
| 5Y | +80.9% | +34.2% | +46.7% | +51.9% |
| 10Y | +257.2% | +497.6% | -240.4% | +111.6% |
| All | +257.2% | +486.0% | -228.8% | +111.6% |
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