+234.5%
XME vs FIVN
+292.8%
-58.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.1% | +7.3% | +1.9% |
| 7D | +3.6% | -8.2% | +11.8% | +4.7% |
| 30D | +3.6% | -8.1% | +11.8% | +4.5% |
| 3M | +1.2% | +34.9% | -33.7% | -3.3% |
| 6M | +9.0% | +72.6% | -63.6% | -0.2% |
| YTD | +15.9% | +55.8% | -39.8% | +6.9% |
| 1Y | +43.2% | +17.1% | +26.0% | +36.8% |
| 3Y | +137.4% | -54.3% | +191.7% | +149.0% |
| 5Y | +185.0% | -81.6% | +266.6% | +219.0% |
| 10Y | +409.5% | +109.2% | +300.3% | +317.9% |
| All | +234.5% | +292.8% | -58.3% | +144.6% |
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