+141.1%
XRT vs FIVE
+535.9%
-394.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | +9.8% | +17.4% | -7.6% | +3.8% |
| 3M | +3.3% | +7.0% | -3.8% | +0.5% |
| 6M | +13.6% | +20.5% | -6.9% | +5.0% |
| YTD | +9.1% | +33.1% | -24.1% | -3.5% |
| 1Y | +15.1% | +67.1% | -52.0% | -6.2% |
| 3Y | +59.9% | +41.9% | +18.0% | +27.3% |
| 5Y | -1.7% | +21.1% | -22.8% | -19.8% |
| 10Y | +141.1% | +518.8% | -377.7% | +5.0% |
| All | +141.1% | +535.9% | -394.8% | +5.0% |
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