-33.4%
XYL vs FIVE
+63.1%
-96.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.1% | +0.8% |
| 7D | +2.1% | +6.2% | -4.1% | +1.3% |
| 30D | -3.4% | +18.2% | -21.5% | -5.3% |
| 3M | -17.2% | +3.8% | -21.0% | -17.8% |
| 6M | -12.0% | +13.7% | -25.8% | -13.6% |
| YTD | -26.3% | +34.7% | -61.0% | -31.6% |
| All | -33.4% | +63.1% | -96.5% | -41.6% |
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 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