+161.6%
XME vs FIVN
+243.6%
-82.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.2% |
| 7D | +0.3% | -2.8% | +3.2% | +0.7% |
| 30D | -6.1% | -17.4% | +11.3% | -4.3% |
| 3M | -18.6% | -19.2% | +0.5% | -17.1% |
| 6M | -23.9% | +29.4% | -53.3% | -27.5% |
| YTD | -9.3% | +36.3% | -45.6% | -15.5% |
| 1Y | +1.8% | +33.5% | -31.7% | -5.0% |
| 3Y | +93.0% | -56.8% | +149.8% | +103.0% |
| 5Y | +107.0% | -83.0% | +190.0% | +133.3% |
| 10Y | +266.9% | +87.3% | +179.7% | +203.6% |
| All | +161.6% | +243.6% | -82.0% | +93.2% |
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