+397.0%
XYL vs FIVE
+874.1%
-477.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.1% | +0.3% |
| 7D | +2.1% | +6.2% | -4.1% | +0.7% |
| 30D | -3.4% | +18.2% | -21.5% | -6.9% |
| 3M | -17.2% | +3.8% | -21.0% | -18.2% |
| 6M | -12.0% | +13.7% | -25.8% | -15.4% |
| YTD | -26.3% | +34.7% | -61.0% | -32.0% |
| 1Y | -33.5% | +66.6% | -100.1% | -41.5% |
| 3Y | +6.4% | +44.3% | -37.9% | -8.9% |
| 5Y | -20.9% | +18.8% | -39.7% | -31.3% |
| 10Y | +120.8% | +569.2% | -448.4% | +35.5% |
| All | +397.0% | +874.1% | -477.2% | +195.0% |
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