+297.7%
XLF vs FIVN
+282.0%
+15.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -0.1% |
| 7D | -1.0% | -9.6% | +8.5% | -0.1% |
| 30D | -1.3% | -11.9% | +10.6% | -0.2% |
| 3M | +9.1% | +40.1% | -30.9% | +4.8% |
| 6M | +14.4% | +68.3% | -54.0% | +6.7% |
| YTD | +5.1% | +51.5% | -46.4% | -1.1% |
| 1Y | +8.6% | +15.1% | -6.5% | +4.9% |
| 3Y | +74.4% | -55.6% | +130.0% | +80.9% |
| 5Y | +64.4% | -82.4% | +146.8% | +79.7% |
| 10Y | +251.6% | +114.5% | +137.1% | +194.9% |
| All | +297.7% | +282.0% | +15.6% | +214.6% |
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 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