+8.1%
XLRE vs FIVE
+35.6%
-27.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.8% |
| 7D | -0.7% | +1.7% | -2.4% | -1.0% |
| 30D | -2.2% | +5.0% | -7.2% | -2.9% |
| 3M | -2.6% | +29.5% | -32.1% | -6.1% |
| 6M | +2.6% | +12.4% | -9.8% | +0.3% |
| YTD | +9.3% | +31.2% | -21.9% | +4.5% |
| 1Y | +7.2% | +72.9% | -65.6% | -1.6% |
| 3Y | +31.3% | +53.0% | -21.7% | +20.3% |
| 5Y | +8.1% | +34.2% | -26.0% | -1.2% |
| All | +8.1% | +35.6% | -27.5% | -1.2% |
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