+42.0%
XLP vs FIVN
-81.1%
+123.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -17.6% | +16.4% | -0.8% |
| 7D | +0.7% | -22.6% | +23.4% | +1.5% |
| 30D | +10.3% | -16.8% | +27.0% | +10.7% |
| 3M | +6.5% | -0.9% | +7.4% | +6.2% |
| 6M | +8.4% | +28.4% | -20.0% | +7.0% |
| YTD | +18.2% | +40.2% | -22.1% | +16.1% |
| 1Y | +22.4% | +30.5% | -8.1% | +20.5% |
| 3Y | +41.9% | -56.2% | +98.1% | +44.7% |
| All | +42.0% | -81.1% | +123.1% | +44.2% |
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