+136.2%
XLP vs FIVN
+92.2%
+44.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.4% |
| 7D | -0.2% | -17.4% | +17.2% | +0.6% |
| 30D | +8.2% | -20.4% | +28.5% | +9.1% |
| 3M | +7.7% | -9.6% | +17.4% | +7.9% |
| 6M | +9.3% | +34.7% | -25.4% | +7.0% |
| YTD | +19.5% | +40.6% | -21.1% | +16.2% |
| 1Y | +21.0% | +34.3% | -13.3% | +17.9% |
| 3Y | +43.2% | -55.5% | +98.7% | +46.4% |
| 5Y | +42.7% | -82.5% | +125.2% | +51.6% |
| All | +136.2% | +92.2% | +44.0% | +119.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling