+227.3%
XLI vs FIVE
+505.3%
-278.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | +4.3% | +2.4% | +1.8% | +3.8% |
| 30D | +0.5% | +15.8% | -15.4% | -2.8% |
| 3M | -8.6% | +3.8% | -12.4% | -9.7% |
| 6M | -2.3% | +18.5% | -20.9% | -6.8% |
| YTD | +10.1% | +31.2% | -21.1% | +2.2% |
| 1Y | +11.0% | +61.8% | -50.8% | -1.7% |
| 3Y | +72.3% | +39.9% | +32.4% | +49.0% |
| 5Y | +70.8% | +18.3% | +52.5% | +48.6% |
| All | +227.3% | +505.3% | -278.0% | +100.3% |
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