+106.4%
XLRE vs FIVN
+691.9%
-585.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -2.7% | -11.3% | +8.6% | -1.6% |
| 30D | -2.3% | -7.3% | +5.0% | -1.7% |
| 3M | -3.5% | +41.7% | -45.2% | -7.2% |
| 6M | +1.9% | +78.3% | -76.4% | -5.3% |
| YTD | +8.3% | +50.9% | -42.5% | +2.1% |
| 1Y | +6.4% | +19.7% | -13.3% | +2.4% |
| 3Y | +30.2% | -55.7% | +86.0% | +36.3% |
| 5Y | +8.6% | -82.6% | +91.2% | +20.2% |
| 10Y | +87.4% | +113.6% | -26.3% | +68.9% |
| All | +106.4% | +691.9% | -585.5% | +85.5% |
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