+22.1%
LYB vs FIVN
+20.3%
+1.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | +0.3% | -7.8% | +8.1% | +0.6% |
| 30D | +2.5% | -1.7% | +4.2% | +2.4% |
| 3M | +1.4% | +47.2% | -45.8% | -1.9% |
| 6M | -3.5% | +82.7% | -86.2% | -8.6% |
| YTD | +52.0% | +52.9% | -0.9% | +47.0% |
| 1Y | +22.1% | +17.5% | +4.6% | +18.8% |
| All | +22.1% | +20.3% | +1.7% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling