+146.6%
XLK vs FIVE
+39.4%
+107.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +2.3% | +3.7% | -1.4% | +1.4% |
| 30D | -0.1% | +4.0% | -4.0% | -1.2% |
| 3M | +2.1% | +36.2% | -34.1% | -5.6% |
| 6M | +37.2% | +18.0% | +19.2% | +30.3% |
| YTD | +30.8% | +34.9% | -4.1% | +20.1% |
| 1Y | +42.6% | +67.9% | -25.3% | +23.6% |
| 3Y | +121.8% | +57.3% | +64.5% | +83.2% |
| All | +146.6% | +39.4% | +107.2% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling