+248.2%
XLV vs FIVN
+285.7%
-37.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.3% |
| 7D | -3.6% | -7.8% | +4.3% | -2.8% |
| 30D | -1.8% | -1.7% | -0.1% | -1.8% |
| 3M | +7.8% | +47.2% | -39.4% | +3.5% |
| 6M | +9.1% | +82.7% | -73.6% | +1.8% |
| YTD | +7.7% | +52.9% | -45.2% | +1.9% |
| 1Y | +20.4% | +17.5% | +2.9% | +16.5% |
| 3Y | +30.8% | -55.8% | +86.6% | +36.1% |
| 5Y | +34.6% | -82.3% | +117.0% | +49.2% |
| 10Y | +173.4% | +116.5% | +56.9% | +134.0% |
| All | +248.2% | +285.7% | -37.5% | +182.0% |
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