+28.6%
XLB vs FIVN
-82.9%
+111.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.1% |
| 7D | +0.5% | -2.8% | +3.4% | +0.9% |
| 30D | +5.2% | -17.4% | +22.6% | +7.1% |
| 3M | +0.3% | -19.2% | +19.5% | +2.0% |
| 6M | +1.2% | +29.4% | -28.2% | -3.7% |
| YTD | +16.6% | +36.3% | -19.6% | +8.8% |
| 1Y | +21.4% | +33.5% | -12.0% | +13.4% |
| 3Y | +43.2% | -56.8% | +100.1% | +51.8% |
| All | +28.6% | -82.9% | +111.6% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling