+42.7%
XLP vs FIVE
+15.3%
+27.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.4% |
| 7D | +3.5% | -1.7% | +5.2% | +3.6% |
| 30D | +11.6% | +14.9% | -3.4% | +10.4% |
| 3M | +7.6% | +7.6% | 0.0% | +6.9% |
| 6M | +10.0% | +6.4% | +3.6% | +9.2% |
| YTD | +19.7% | +28.1% | -8.4% | +17.0% |
| 1Y | +23.5% | +54.7% | -31.3% | +18.8% |
| 3Y | +44.0% | +36.1% | +7.9% | +39.3% |
| 5Y | +42.7% | +14.9% | +27.8% | +35.3% |
| All | +42.7% | +15.3% | +27.4% | +35.3% |
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