+136.2%
XLP vs FIVE
+505.3%
-369.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -0.2% | +2.4% | -2.7% | -0.5% |
| 30D | +8.2% | +15.8% | -7.7% | +6.4% |
| 3M | +7.7% | +3.8% | +3.9% | +7.1% |
| 6M | +9.3% | +18.5% | -9.2% | +6.8% |
| YTD | +19.5% | +31.2% | -11.7% | +15.0% |
| 1Y | +21.0% | +61.8% | -40.8% | +13.7% |
| 3Y | +43.2% | +39.9% | +3.4% | +33.3% |
| 5Y | +42.7% | +18.3% | +24.4% | +32.8% |
| All | +136.2% | +505.3% | -369.2% | +76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling