+107.7%
XLRE vs FIVE
+504.2%
-396.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +0.8% | +2.7% | -1.8% | +0.4% |
| 30D | +6.9% | +12.7% | -5.7% | +4.7% |
| 3M | -0.8% | +2.1% | -2.9% | -1.4% |
| 6M | +2.1% | +17.5% | -15.4% | -1.5% |
| YTD | +12.6% | +31.0% | -18.4% | +6.1% |
| 1Y | +12.5% | +67.7% | -55.2% | +1.4% |
| 3Y | +44.2% | +43.4% | +0.8% | +28.0% |
| 5Y | +9.1% | +18.1% | -8.9% | -2.2% |
| All | +107.7% | +504.2% | -396.4% | +36.8% |
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