+187.5%
XLB vs FIVN
+253.1%
-65.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | +0.2% |
| 7D | -1.6% | -22.8% | +21.1% | +0.8% |
| 30D | +7.2% | -21.3% | +28.5% | +9.6% |
| 3M | 0.0% | -14.0% | +14.0% | +0.9% |
| 6M | +2.3% | +31.1% | -28.8% | -2.1% |
| YTD | +18.4% | +40.0% | -21.6% | +11.1% |
| 1Y | +23.3% | +38.1% | -14.7% | +15.8% |
| 3Y | +45.2% | -55.7% | +100.8% | +50.9% |
| 5Y | +31.0% | -82.5% | +113.5% | +45.0% |
| 10Y | +168.8% | +92.4% | +76.4% | +129.4% |
| All | +187.5% | +253.1% | -65.6% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling