+5.6%
XYL vs FIVE
+34.8%
-29.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | +5.9% | -0.3% | +6.2% | +5.9% |
| 30D | -3.9% | +17.7% | -21.6% | -6.0% |
| 3M | -18.7% | +4.0% | -22.7% | -19.3% |
| 6M | -16.9% | +2.6% | -19.5% | -17.6% |
| YTD | -27.4% | +27.6% | -54.9% | -30.4% |
| 1Y | -34.0% | +59.9% | -94.0% | -38.8% |
| 3Y | +5.6% | +35.8% | -30.2% | -7.4% |
| All | +5.6% | +34.8% | -29.3% | -7.4% |
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