+120.2%
XLE vs FIVN
+263.1%
-143.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | +0.3% |
| 7D | -7.9% | -19.3% | +11.4% | -6.7% |
| 30D | -4.8% | -20.7% | +15.9% | -3.6% |
| 3M | +8.4% | -15.1% | +23.4% | +9.0% |
| 6M | +12.7% | +30.6% | -18.0% | +9.4% |
| YTD | +41.3% | +44.0% | -2.7% | +35.2% |
| 1Y | +42.3% | +45.5% | -3.2% | +35.9% |
| 3Y | +65.1% | -52.8% | +117.8% | +68.0% |
| 5Y | +150.2% | -82.6% | +232.8% | +166.6% |
| 10Y | +163.9% | +109.4% | +54.6% | +116.0% |
| All | +120.2% | +263.1% | -143.0% | +66.9% |
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