+514.3%
XLI vs FIVE
+874.1%
-359.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.6% | -1.8% | +2.8% |
| 7D | -0.5% | +6.2% | -6.7% | -1.7% |
| 30D | -0.2% | +18.2% | -18.4% | -3.4% |
| 3M | -8.6% | +3.8% | -12.4% | -9.5% |
| 6M | -2.0% | +13.7% | -15.7% | -5.3% |
| YTD | +9.7% | +34.7% | -25.0% | +2.3% |
| 1Y | +11.4% | +66.6% | -55.2% | -0.5% |
| 3Y | +74.2% | +44.3% | +29.9% | +51.9% |
| 5Y | +70.0% | +18.8% | +51.2% | +49.7% |
| 10Y | +235.2% | +569.2% | -333.9% | +113.3% |
| All | +514.3% | +874.1% | -359.8% | +267.6% |
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 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