+43.4%
XLK vs FIVE
+66.7%
-23.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -0.3% |
| 7D | +0.9% | +4.3% | -3.4% | 0.0% |
| 30D | +0.7% | +12.5% | -11.8% | -2.0% |
| 3M | -2.9% | +31.2% | -34.2% | -8.6% |
| 6M | +34.3% | +14.4% | +19.9% | +29.2% |
| YTD | +30.4% | +33.9% | -3.5% | +20.1% |
| 1Y | +43.4% | +65.1% | -21.7% | +24.2% |
| All | +43.4% | +66.7% | -23.3% | +24.2% |
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