+535.8%
XLI vs FIVE
+868.1%
-332.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.6% |
| 7D | -1.1% | +4.3% | -5.3% | -1.9% |
| 30D | -5.9% | +12.5% | -18.5% | -8.2% |
| 3M | -0.3% | +31.2% | -31.5% | -5.7% |
| 6M | +0.1% | +14.4% | -14.2% | -3.4% |
| YTD | +13.6% | +33.9% | -20.3% | +6.2% |
| 1Y | +17.2% | +65.1% | -47.9% | +4.8% |
| 3Y | +68.2% | +49.0% | +19.2% | +45.7% |
| 5Y | +80.7% | +30.3% | +50.4% | +56.1% |
| 10Y | +253.3% | +481.1% | -227.8% | +128.5% |
| All | +535.8% | +868.1% | -332.3% | +281.6% |
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