+491.7%
XLI vs FIVE
+822.5%
-330.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.8% | -0.3% | -2.6% | -2.8% |
| 30D | -3.1% | +17.7% | -20.7% | -6.1% |
| 3M | -11.7% | +4.0% | -15.7% | -12.7% |
| 6M | -7.6% | +2.6% | -10.2% | -8.9% |
| YTD | +5.7% | +27.6% | -21.9% | -0.5% |
| 1Y | +7.8% | +59.9% | -52.1% | -2.9% |
| 3Y | +67.4% | +35.8% | +31.6% | +47.6% |
| 5Y | +64.8% | +14.4% | +50.4% | +46.1% |
| 10Y | +241.2% | +576.1% | -334.9% | +117.8% |
| All | +491.7% | +822.5% | -330.8% | +257.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling