+300.6%
XLY vs FIVN
+285.7%
+15.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | -1.7% | -7.8% | +6.1% | -0.4% |
| 30D | -4.2% | -1.7% | -2.5% | -4.1% |
| 3M | -2.7% | +47.2% | -49.9% | -9.6% |
| 6M | -0.6% | +82.7% | -83.4% | -12.5% |
| YTD | -5.0% | +52.9% | -57.9% | -14.3% |
| 1Y | -4.1% | +17.5% | -21.6% | -9.7% |
| 3Y | +33.6% | -55.8% | +89.4% | +43.2% |
| 5Y | +28.7% | -82.3% | +111.0% | +52.2% |
| 10Y | +219.6% | +116.5% | +103.1% | +179.5% |
| All | +300.6% | +285.7% | +15.0% | +230.2% |
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