+44.0%
XLP vs FIVN
-82.9%
+127.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +1.5% |
| 7D | +2.5% | -2.8% | +5.4% | +2.6% |
| 30D | +7.3% | -17.4% | +24.7% | +7.8% |
| 3M | +8.1% | -19.2% | +27.3% | +8.6% |
| 6M | +10.5% | +29.4% | -18.9% | +9.0% |
| YTD | +21.2% | +36.3% | -15.1% | +19.1% |
| 1Y | +22.7% | +33.5% | -10.7% | +20.6% |
| 3Y | +44.8% | -56.8% | +101.6% | +47.7% |
| All | +44.0% | -82.9% | +127.0% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling