+34.1%
XLP vs FIVN
-80.6%
+114.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.3% |
| 3M | +3.8% | +36.0% | -32.2% | +2.6% |
| 6M | -1.7% | +86.0% | -87.7% | -4.1% |
| YTD | +10.3% | +65.9% | -55.7% | +7.9% |
| 1Y | +7.8% | +26.5% | -18.7% | +6.6% |
| 3Y | +27.2% | -54.2% | +81.4% | +29.8% |
| All | +34.1% | -80.6% | +114.6% | +36.3% |
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 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