+204.5%
XLU vs FIVN
+280.5%
-76.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -1.2% | -11.3% | +10.1% | -0.7% |
| 30D | -2.5% | -7.3% | +4.7% | -2.3% |
| 3M | -2.7% | +41.7% | -44.4% | -4.6% |
| 6M | -7.5% | +78.3% | -85.7% | -10.6% |
| YTD | +0.9% | +50.9% | -49.9% | -1.8% |
| 1Y | +3.3% | +19.7% | -16.4% | +1.6% |
| 3Y | +47.3% | -55.7% | +103.1% | +51.0% |
| 5Y | +44.4% | -82.6% | +127.0% | +52.5% |
| 10Y | +140.8% | +113.6% | +27.2% | +126.1% |
| All | +204.5% | +280.5% | -76.0% | +179.0% |
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