+44.4%
XLU vs FIVE
+30.6%
+13.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.8% |
| 7D | -1.2% | +0.6% | -1.7% | -1.2% |
| 30D | -2.5% | +3.0% | -5.5% | -2.8% |
| 3M | -2.7% | +23.2% | -25.9% | -4.2% |
| 6M | -7.5% | +9.2% | -16.6% | -8.3% |
| YTD | +0.9% | +28.1% | -27.2% | -1.3% |
| 1Y | +3.3% | +65.3% | -62.0% | -1.0% |
| 3Y | +47.3% | +49.4% | -2.1% | +41.4% |
| 5Y | +44.4% | +29.5% | +14.9% | +36.7% |
| All | +44.4% | +30.6% | +13.8% | +36.7% |
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