+32.9%
FXI vs FIVN
+292.8%
-259.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.1% | +3.7% | -1.6% |
| 7D | -1.0% | -8.2% | +7.3% | +0.2% |
| 30D | -3.2% | -8.1% | +4.9% | -2.3% |
| 3M | +1.7% | +34.9% | -33.2% | -3.3% |
| 6M | -1.6% | +72.6% | -74.2% | -10.8% |
| YTD | -7.9% | +55.8% | -63.7% | -15.8% |
| 1Y | -9.6% | +17.1% | -26.8% | -14.1% |
| 3Y | +40.5% | -54.3% | +94.8% | +48.4% |
| 5Y | -6.2% | -81.6% | +75.3% | +8.2% |
| 10Y | +14.2% | +109.2% | -95.0% | -3.9% |
| All | +32.9% | +292.8% | -259.9% | -0.4% |
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