+114.4%
XLRE vs FIVE
+608.4%
-494.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +0.1% | +2.4% | -2.3% | -0.3% |
| 30D | +6.0% | +15.8% | -9.8% | +3.3% |
| 3M | +0.5% | +3.8% | -3.2% | -0.4% |
| 6M | +1.2% | +18.5% | -17.3% | -2.5% |
| YTD | +12.6% | +31.2% | -18.6% | +6.1% |
| 1Y | +11.0% | +61.8% | -50.8% | +0.7% |
| 3Y | +43.0% | +39.9% | +3.1% | +27.5% |
| 5Y | +9.1% | +18.3% | -9.2% | -2.3% |
| 10Y | +111.7% | +510.0% | -398.2% | +31.9% |
| All | +114.4% | +608.4% | -494.0% | +29.0% |
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