-8.4%
FXI vs FIVN
-82.9%
+74.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.4% |
| 7D | -4.2% | -2.8% | -1.4% | -3.8% |
| 30D | -1.1% | -17.4% | +16.3% | +1.1% |
| 3M | -4.0% | -19.2% | +15.2% | -1.9% |
| 6M | -11.8% | +29.4% | -41.2% | -17.2% |
| YTD | -11.9% | +36.3% | -48.2% | -19.4% |
| 1Y | -16.1% | +33.5% | -49.6% | -23.1% |
| 3Y | +38.8% | -56.8% | +95.6% | +50.5% |
| All | -8.4% | -82.9% | +74.6% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 5y: compounded portfolio wealth divided by compounded FIVN 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…
5y analysis · Full analysis span regression · 6 months rolling