+215.2%
XLY vs FIVE
+491.7%
-276.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.5% |
| 7D | -1.7% | -3.0% | +1.3% | -0.9% |
| 30D | -4.2% | +2.7% | -6.9% | -5.0% |
| 3M | -2.7% | +21.1% | -23.8% | -8.0% |
| 6M | -0.6% | +11.9% | -12.6% | -5.0% |
| YTD | -5.0% | +29.9% | -34.9% | -12.9% |
| 1Y | -4.1% | +67.8% | -71.9% | -18.4% |
| 3Y | +33.6% | +52.8% | -19.2% | +8.5% |
| 5Y | +28.7% | +31.3% | -2.6% | +5.7% |
| All | +215.2% | +491.7% | -276.5% | +80.9% |
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