+28.3%
XLP vs FIVE
+50.0%
-21.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -1.0% |
| 7D | -1.0% | +4.3% | -5.3% | -1.2% |
| 30D | -0.9% | +12.5% | -13.4% | -1.4% |
| 3M | +3.8% | +31.2% | -27.4% | +2.7% |
| 6M | -1.7% | +14.4% | -16.1% | -2.4% |
| YTD | +10.3% | +33.9% | -23.6% | +8.8% |
| 1Y | +7.8% | +65.1% | -57.3% | +5.4% |
| All | +28.3% | +50.0% | -21.7% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling