+141.0%
XYL vs FIVE
+475.1%
-334.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.2% | +2.8% |
| 7D | +1.8% | +3.7% | -1.9% | +0.8% |
| 30D | -9.2% | +4.0% | -13.2% | -10.3% |
| 3M | -0.3% | +36.2% | -36.5% | -8.1% |
| 6M | -11.0% | +18.0% | -29.0% | -15.7% |
| YTD | -19.2% | +34.9% | -54.1% | -26.1% |
| 1Y | -21.2% | +67.9% | -89.1% | -32.1% |
| 3Y | +18.6% | +57.3% | -38.7% | -2.7% |
| 5Y | -14.3% | +39.5% | -53.9% | -29.9% |
| 10Y | +141.0% | +496.4% | -355.4% | +39.5% |
| All | +141.0% | +475.1% | -334.1% | +39.5% |
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 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