+281.7%
XLP vs FIVE
+867.4%
-585.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.7% | -3.3% | +2.7% |
| 7D | +5.9% | +7.5% | -1.6% | +5.1% |
| 30D | +13.5% | +16.7% | -3.3% | +11.6% |
| 3M | +8.4% | +13.4% | -5.0% | +6.8% |
| 6M | +11.5% | +9.0% | +2.5% | +10.1% |
| YTD | +20.6% | +33.8% | -13.2% | +16.2% |
| 1Y | +24.3% | +61.2% | -36.9% | +17.3% |
| 3Y | +45.1% | +42.1% | +2.9% | +35.0% |
| 5Y | +44.6% | +21.4% | +23.2% | +34.3% |
| 10Y | +133.1% | +609.1% | -476.0% | +72.9% |
| All | +281.7% | +867.4% | -585.7% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling