+195.1%
XLP vs FIVN
+263.1%
-68.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.8% |
| 7D | +0.1% | -19.3% | +19.4% | +0.9% |
| 30D | +8.9% | -20.7% | +29.6% | +9.9% |
| 3M | +7.5% | -15.1% | +22.5% | +7.9% |
| 6M | +9.4% | +30.6% | -21.2% | +7.4% |
| YTD | +19.3% | +44.0% | -24.7% | +16.0% |
| 1Y | +21.7% | +45.5% | -23.8% | +18.3% |
| 3Y | +44.0% | -52.8% | +96.7% | +46.3% |
| 5Y | +42.8% | -82.6% | +125.4% | +50.4% |
| 10Y | +128.8% | +109.4% | +19.4% | +109.7% |
| All | +195.1% | +263.1% | -68.1% | +161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling