+270.6%
XRT vs FIVE
+826.1%
-555.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.4% | -1.5% |
| 7D | +2.3% | -1.7% | +4.0% | +2.9% |
| 30D | +9.8% | +14.9% | -5.1% | +5.0% |
| 3M | -0.2% | +7.6% | -7.8% | -2.9% |
| 6M | +8.4% | +6.4% | +2.0% | +4.9% |
| YTD | +7.5% | +28.1% | -20.6% | -2.4% |
| 1Y | +13.2% | +54.7% | -41.6% | -3.4% |
| 3Y | +52.0% | +36.1% | +15.9% | +25.1% |
| 5Y | -3.2% | +14.9% | -18.1% | -18.1% |
| 10Y | +157.1% | +578.8% | -421.8% | +28.5% |
| All | +270.6% | +826.1% | -555.5% | +70.6% |
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