+255.7%
XRT vs FIVE
+868.1%
-612.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | -0.6% |
| 7D | +0.8% | +4.3% | -3.5% | -0.6% |
| 30D | -4.2% | +12.5% | -16.7% | -7.9% |
| 3M | +5.1% | +31.2% | -26.2% | -4.1% |
| 6M | +2.4% | +14.4% | -12.0% | -3.3% |
| YTD | +3.2% | +33.9% | -30.7% | -7.5% |
| 1Y | +1.5% | +65.1% | -63.5% | -15.3% |
| 3Y | +40.6% | +49.0% | -8.4% | +12.3% |
| 5Y | -1.0% | +30.3% | -31.3% | -19.4% |
| 10Y | +128.4% | +481.1% | -352.7% | +17.3% |
| All | +255.7% | +868.1% | -612.4% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling