+34.9%
XLV vs FIVE
+30.6%
+4.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.3% |
| 7D | -4.4% | +0.6% | -4.9% | -4.5% |
| 30D | -1.4% | +3.0% | -4.4% | -1.7% |
| 3M | +8.9% | +23.2% | -14.3% | +6.6% |
| 6M | +9.1% | +9.2% | -0.1% | +7.7% |
| YTD | +7.9% | +28.1% | -20.2% | +4.8% |
| 1Y | +22.7% | +65.3% | -42.5% | +16.0% |
| 3Y | +31.9% | +49.4% | -17.5% | +23.6% |
| 5Y | +34.9% | +29.5% | +5.4% | +24.7% |
| All | +34.9% | +30.6% | +4.2% | +24.7% |
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