+27.1%
FXI vs FIVN
+243.6%
-216.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.4% |
| 7D | -4.2% | -2.8% | -1.4% | -3.9% |
| 30D | -1.1% | -17.4% | +16.3% | +1.0% |
| 3M | -4.0% | -19.2% | +15.2% | -2.0% |
| 6M | -11.8% | +29.4% | -41.2% | -16.6% |
| YTD | -11.9% | +36.3% | -48.2% | -18.6% |
| 1Y | -16.1% | +33.5% | -49.6% | -22.4% |
| 3Y | +38.8% | -56.8% | +95.6% | +46.6% |
| 5Y | -9.1% | -83.0% | +73.9% | +5.6% |
| 10Y | +18.4% | +87.3% | -68.8% | +0.6% |
| All | +27.1% | +243.6% | -216.5% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling