+16.9%
XLB vs FIVN
+27.5%
-10.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.3% |
| 7D | -1.4% | -2.3% | +0.9% | -1.3% |
| 30D | -0.4% | +12.4% | -12.8% | -0.7% |
| 3M | +2.0% | +36.0% | -34.0% | +1.3% |
| 6M | +1.8% | +86.0% | -84.1% | +0.4% |
| YTD | +16.6% | +65.9% | -49.4% | +15.5% |
| 1Y | +16.9% | +26.5% | -9.6% | +18.1% |
| All | +16.9% | +27.5% | -10.5% | +18.1% |
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