+215.2%
XLY vs FIVN
+118.5%
+96.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | -1.7% | -7.8% | +6.1% | -0.2% |
| 30D | -4.2% | -1.7% | -2.5% | -4.1% |
| 3M | -2.7% | +47.2% | -49.9% | -10.6% |
| 6M | -0.6% | +82.7% | -83.4% | -14.3% |
| YTD | -5.0% | +52.9% | -57.9% | -15.7% |
| 1Y | -4.1% | +17.5% | -21.6% | -10.5% |
| 3Y | +33.6% | -55.8% | +89.4% | +45.4% |
| 5Y | +28.7% | -82.3% | +111.0% | +58.4% |
| All | +215.2% | +118.5% | +96.7% | +165.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling