+15.1%
XRT vs FIVE
+66.9%
-51.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | +9.8% | +17.4% | -7.6% | +5.5% |
| 3M | +3.3% | +7.0% | -3.8% | +1.4% |
| 6M | +13.6% | +20.5% | -6.9% | +7.3% |
| YTD | +9.1% | +33.1% | -24.1% | -1.7% |
| 1Y | +15.1% | +67.1% | -52.0% | -7.2% |
| All | +15.1% | +66.9% | -51.9% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling