+21.4%
XLB vs FIVN
+29.8%
-8.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | -0.1% |
| 7D | +0.5% | -2.8% | +3.4% | +0.6% |
| 30D | +5.2% | -17.4% | +22.6% | +5.5% |
| 3M | +0.3% | -19.2% | +19.5% | +0.7% |
| 6M | +1.2% | +29.4% | -28.2% | +1.3% |
| YTD | +16.6% | +36.3% | -19.6% | +17.1% |
| 1Y | +21.4% | +33.5% | -12.0% | +21.9% |
| All | +21.4% | +29.8% | -8.4% | +21.9% |
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