+52.8%
XLU vs FIVE
+18.5%
+34.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +1.2% | +2.4% | -1.3% | +1.0% |
| 30D | +4.6% | +15.8% | -11.2% | +3.6% |
| 3M | +0.7% | +3.8% | -3.1% | +0.3% |
| 6M | -1.7% | +18.5% | -20.3% | -3.2% |
| YTD | +4.8% | +31.2% | -26.5% | +2.2% |
| 1Y | +0.2% | +61.8% | -61.6% | -3.8% |
| 3Y | +58.9% | +39.9% | +19.0% | +53.9% |
| 5Y | +52.8% | +18.3% | +34.5% | +46.4% |
| All | +52.8% | +18.5% | +34.3% | +46.4% |
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