+50.7%
XRT vs FIVE
+34.8%
+15.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | +7.9% | +17.7% | -9.7% | +3.8% |
| 3M | -0.2% | +4.0% | -4.2% | -1.3% |
| 6M | +5.6% | +2.6% | +3.0% | +4.1% |
| YTD | +5.7% | +27.6% | -21.9% | -1.5% |
| 1Y | +14.6% | +59.9% | -45.4% | +1.0% |
| 3Y | +50.7% | +35.8% | +14.9% | +20.5% |
| All | +50.7% | +34.8% | +15.8% | +20.5% |
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