+187.1%
XLB vs FIVN
+263.1%
-76.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.6% |
| 7D | -1.4% | -19.3% | +17.9% | +0.7% |
| 30D | +7.1% | -20.7% | +27.8% | +9.3% |
| 3M | +0.6% | -15.1% | +15.7% | +1.6% |
| 6M | +3.5% | +30.6% | -27.2% | -0.9% |
| YTD | +18.2% | +44.0% | -25.8% | +10.7% |
| 1Y | +25.6% | +45.5% | -19.9% | +17.3% |
| 3Y | +46.7% | -52.8% | +99.4% | +51.4% |
| 5Y | +30.9% | -82.6% | +113.5% | +45.0% |
| 10Y | +167.7% | +109.4% | +58.4% | +126.9% |
| All | +187.1% | +263.1% | -76.1% | +129.5% |
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