+141.3%
XLC vs FIVN
-21.8%
+163.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -1.7% | -11.3% | +9.6% | +0.4% |
| 30D | +0.2% | -7.3% | +7.5% | +1.3% |
| 3M | +0.7% | +41.7% | -41.0% | -6.4% |
| 6M | -4.5% | +78.3% | -82.7% | -16.3% |
| YTD | -4.7% | +50.9% | -55.6% | -14.5% |
| 1Y | -1.5% | +19.7% | -21.2% | -8.0% |
| 3Y | +72.2% | -55.7% | +128.0% | +87.3% |
| 5Y | +39.3% | -82.6% | +121.9% | +74.7% |
| All | +141.3% | -21.8% | +163.1% | +100.8% |
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