+26.9%
XLV vs FIVE
+66.7%
-39.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -1.3% |
| 7D | +0.2% | +4.3% | -4.1% | 0.0% |
| 30D | +4.4% | +12.5% | -8.1% | +3.9% |
| 3M | +13.2% | +31.2% | -18.0% | +11.9% |
| 6M | +10.1% | +14.4% | -4.3% | +9.4% |
| YTD | +11.7% | +33.9% | -22.2% | +9.4% |
| 1Y | +26.9% | +65.1% | -38.1% | +22.8% |
| All | +26.9% | +66.7% | -39.8% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling