+103.1%
XLP vs FIVN
+115.6%
-12.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.7% |
| 7D | -1.0% | -2.3% | +1.3% | -0.9% |
| 30D | -0.9% | +12.4% | -13.3% | -1.6% |
| 3M | +3.8% | +36.0% | -32.2% | +2.0% |
| 6M | -1.7% | +86.0% | -87.7% | -5.4% |
| YTD | +10.3% | +65.9% | -55.7% | +6.6% |
| 1Y | +7.8% | +26.5% | -18.7% | +5.7% |
| 3Y | +27.2% | -54.2% | +81.4% | +30.5% |
| 5Y | +32.5% | -80.5% | +113.0% | +40.7% |
| All | +103.1% | +115.6% | -12.5% | +82.3% |
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