+25.0%
XLB vs FIVN
+47.2%
-22.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.1% | +3.2% | -2.8% |
| 7D | -0.4% | -8.7% | +8.4% | -0.2% |
| 30D | +5.2% | +2.6% | +2.7% | +5.2% |
| 3M | -0.1% | +15.3% | -15.5% | -0.3% |
| 6M | +2.4% | +40.7% | -38.3% | +2.3% |
| YTD | +16.9% | +70.3% | -53.4% | +16.7% |
| 1Y | +25.0% | +50.0% | -25.0% | +26.6% |
| All | +25.0% | +47.2% | -22.1% | +26.6% |
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 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