+443.3%
XLV vs FIVE
+875.3%
-432.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.6% |
| 7D | -2.6% | +3.7% | -6.3% | -3.1% |
| 30D | +0.9% | +4.0% | -3.1% | +0.3% |
| 3M | +10.0% | +36.2% | -26.3% | +5.5% |
| 6M | +10.4% | +18.0% | -7.6% | +7.3% |
| YTD | +8.9% | +34.9% | -26.0% | +3.9% |
| 1Y | +23.4% | +67.9% | -44.6% | +14.1% |
| 3Y | +33.1% | +57.3% | -24.2% | +19.9% |
| 5Y | +33.3% | +39.5% | -6.3% | +19.2% |
| 10Y | +170.8% | +496.4% | -325.6% | +91.3% |
| All | +443.3% | +875.3% | -432.0% | +255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling