+33.6%
XLY vs FIVE
+50.7%
-17.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | -1.7% | -3.0% | +1.3% | -1.2% |
| 30D | -4.2% | +2.7% | -6.9% | -4.7% |
| 3M | -2.7% | +21.1% | -23.8% | -5.9% |
| 6M | -0.6% | +11.9% | -12.6% | -3.2% |
| YTD | -5.0% | +29.9% | -34.9% | -9.9% |
| 1Y | -4.1% | +67.8% | -71.9% | -13.1% |
| 3Y | +33.6% | +52.8% | -19.2% | +6.5% |
| All | +33.6% | +50.7% | -17.1% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling