+142.5%
XLC vs FIVN
-14.0%
+156.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.8% |
| 7D | -0.8% | -2.3% | +1.4% | -0.5% |
| 30D | +1.0% | +12.4% | -11.4% | -1.6% |
| 3M | -0.7% | +36.0% | -36.7% | -7.0% |
| 6M | -5.1% | +86.0% | -91.1% | -17.5% |
| YTD | -4.3% | +65.9% | -70.2% | -15.5% |
| 1Y | -0.6% | +26.5% | -27.1% | -7.9% |
| 3Y | +72.7% | -54.2% | +126.9% | +87.2% |
| 5Y | +38.0% | -80.5% | +118.4% | +69.5% |
| All | +142.5% | -14.0% | +156.4% | +98.5% |
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