+20.4%
XLV vs FIVE
+66.5%
-46.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | -3.6% | -3.0% | -0.5% | -3.4% |
| 30D | -1.8% | +2.7% | -4.5% | -2.0% |
| 3M | +7.8% | +21.1% | -13.3% | +6.8% |
| 6M | +9.1% | +11.9% | -2.8% | +8.4% |
| YTD | +7.7% | +29.9% | -22.1% | +5.3% |
| 1Y | +20.4% | +67.8% | -47.4% | +15.6% |
| All | +20.4% | +66.5% | -46.1% | +15.6% |
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