+22.4%
XLP vs FIVN
+36.6%
-14.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.0% | +0.1% |
| 7D | +2.3% | -22.4% | +24.8% | +2.3% |
| 30D | +9.1% | -23.8% | +32.9% | +9.0% |
| 3M | +7.9% | -19.5% | +27.4% | +7.8% |
| 6M | +9.6% | +25.6% | -16.0% | +9.9% |
| YTD | +19.4% | +38.4% | -19.0% | +20.8% |
| 1Y | +22.4% | +33.7% | -11.3% | +23.9% |
| All | +22.4% | +36.6% | -14.3% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling