+389.8%
XYL vs FIVE
+822.5%
-432.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +5.9% | -0.3% | +6.2% | +5.9% |
| 30D | -3.9% | +17.7% | -21.6% | -7.3% |
| 3M | -18.7% | +4.0% | -22.7% | -19.7% |
| 6M | -16.9% | +2.6% | -19.5% | -18.2% |
| YTD | -27.4% | +27.6% | -54.9% | -32.1% |
| 1Y | -34.0% | +59.9% | -94.0% | -41.4% |
| 3Y | +5.6% | +35.8% | -30.2% | -8.3% |
| 5Y | -20.6% | +14.4% | -35.0% | -30.4% |
| 10Y | +133.4% | +576.1% | -442.7% | +43.8% |
| All | +389.8% | +822.5% | -432.6% | +194.3% |
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