+429.2%
XYL vs FIVE
+868.1%
-439.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -3.1% |
| 7D | -5.0% | +4.3% | -9.3% | -6.0% |
| 30D | -13.2% | +12.5% | -25.7% | -15.6% |
| 3M | -3.7% | +31.2% | -34.9% | -9.7% |
| 6M | -17.7% | +14.4% | -32.1% | -21.0% |
| YTD | -21.5% | +33.9% | -55.4% | -27.3% |
| 1Y | -24.5% | +65.1% | -89.5% | -33.5% |
| 3Y | +6.9% | +49.0% | -42.0% | -9.0% |
| 5Y | -18.1% | +30.3% | -48.4% | -30.2% |
| 10Y | +134.7% | +481.1% | -346.4% | +46.8% |
| All | +429.2% | +868.1% | -439.0% | +215.2% |
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