+159.8%
XLB vs FIVN
+118.5%
+41.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -2.8% | -7.8% | +5.0% | -2.0% |
| 30D | -3.1% | -1.7% | -1.4% | -3.0% |
| 3M | -0.2% | +47.2% | -47.3% | -5.2% |
| 6M | +3.1% | +82.7% | -79.7% | -5.8% |
| YTD | +13.3% | +52.9% | -39.6% | +5.3% |
| 1Y | +12.0% | +17.5% | -5.4% | +7.5% |
| 3Y | +31.4% | -55.8% | +87.2% | +38.2% |
| 5Y | +33.9% | -82.3% | +116.3% | +50.6% |
| All | +159.8% | +118.5% | +41.3% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling