+169.4%
XLV vs FIVE
+491.7%
-322.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -3.6% | -3.0% | -0.5% | -3.2% |
| 30D | -1.8% | +2.7% | -4.5% | -2.3% |
| 3M | +7.8% | +21.1% | -13.3% | +4.8% |
| 6M | +9.1% | +11.9% | -2.8% | +6.7% |
| YTD | +7.7% | +29.9% | -22.1% | +3.1% |
| 1Y | +20.4% | +67.8% | -47.4% | +10.8% |
| 3Y | +30.8% | +52.8% | -22.0% | +17.8% |
| 5Y | +34.6% | +31.3% | +3.3% | +20.9% |
| All | +169.4% | +491.7% | -322.3% | +92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling