+12.3%
XLI vs FIVE
+62.4%
-50.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +3.8% | +2.7% | +1.1% | +3.4% |
| 30D | +1.0% | +12.7% | -11.6% | -0.3% |
| 3M | -8.9% | +2.1% | -11.0% | -9.2% |
| 6M | -2.3% | +17.5% | -19.8% | -4.8% |
| YTD | +9.7% | +31.0% | -21.3% | +3.3% |
| 1Y | +12.3% | +67.7% | -55.4% | -0.7% |
| All | +12.3% | +62.4% | -50.1% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling