+227.7%
XLE vs FIVN
-82.0%
+309.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.0% |
| 7D | +0.3% | -9.6% | +9.9% | +0.9% |
| 30D | +8.5% | -11.9% | +20.4% | +9.3% |
| 3M | +14.6% | +40.1% | -25.5% | +11.4% |
| 6M | +17.6% | +68.3% | -50.8% | +12.2% |
| YTD | +48.1% | +51.5% | -3.4% | +42.0% |
| 1Y | +53.8% | +15.1% | +38.7% | +50.7% |
| 3Y | +56.2% | -55.6% | +111.8% | +59.9% |
| 5Y | +227.7% | -82.4% | +310.2% | +244.6% |
| All | +227.7% | -82.0% | +309.8% | +244.6% |
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