+1,110.7%
XLK vs FIVN
+285.7%
+825.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +1.1% |
| 7D | +0.2% | -7.8% | +8.1% | +1.7% |
| 30D | -0.6% | -1.7% | +1.1% | -0.5% |
| 3M | +2.6% | +47.2% | -44.6% | -6.0% |
| 6M | +34.0% | +82.7% | -48.8% | +15.8% |
| YTD | +30.7% | +52.9% | -22.2% | +16.1% |
| 1Y | +39.2% | +17.5% | +21.7% | +29.9% |
| 3Y | +120.4% | -55.8% | +176.2% | +138.5% |
| 5Y | +148.8% | -82.3% | +231.1% | +205.0% |
| 10Y | +803.3% | +116.5% | +686.8% | +660.5% |
| All | +1,110.7% | +285.7% | +825.0% | +851.0% |
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