+60.8%
XLU vs FIVE
+40.2%
+20.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +1.2% | +2.4% | -1.3% | +1.1% |
| 30D | +4.6% | +15.8% | -11.2% | +4.0% |
| 3M | +0.7% | +3.8% | -3.1% | +0.5% |
| 6M | -1.7% | +18.5% | -20.3% | -2.5% |
| YTD | +4.8% | +31.2% | -26.5% | +3.3% |
| 1Y | +0.2% | +61.8% | -61.6% | -2.2% |
| All | +60.8% | +40.2% | +20.5% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling