+306.8%
XLI vs FIVN
+282.0%
+24.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.2% | -1.2% |
| 7D | -0.6% | -9.6% | +9.0% | +0.4% |
| 30D | -6.9% | -11.9% | +5.0% | -5.9% |
| 3M | -1.9% | +40.1% | -42.0% | -5.7% |
| 6M | +1.0% | +68.3% | -67.3% | -5.7% |
| YTD | +11.3% | +51.5% | -40.1% | +4.7% |
| 1Y | +15.8% | +15.1% | +0.7% | +11.9% |
| 3Y | +69.8% | -55.6% | +125.4% | +76.8% |
| 5Y | +80.9% | -82.4% | +163.3% | +99.7% |
| 10Y | +257.2% | +114.5% | +142.7% | +202.8% |
| All | +306.8% | +282.0% | +24.8% | +226.5% |
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