+240.6%
XHB vs FIVN
+292.8%
-52.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.1% | +3.7% | -1.5% |
| 7D | +0.2% | -8.2% | +8.4% | +1.4% |
| 30D | -9.1% | -8.1% | -1.0% | -8.1% |
| 3M | -2.3% | +34.9% | -37.2% | -7.5% |
| 6M | -4.1% | +72.6% | -76.8% | -13.9% |
| YTD | -1.7% | +55.8% | -57.5% | -10.8% |
| 1Y | -15.1% | +17.1% | -32.2% | -19.6% |
| 3Y | +26.8% | -54.3% | +81.1% | +34.9% |
| 5Y | +37.3% | -81.6% | +118.9% | +59.2% |
| 10Y | +205.7% | +109.2% | +96.5% | +167.9% |
| All | +240.6% | +292.8% | -52.2% | +181.3% |
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