+192.9%
XOM vs FIVN
+118.5%
+74.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | +4.1% | -7.8% | +11.9% | +4.4% |
| 30D | +4.6% | -1.7% | +6.3% | +4.6% |
| 3M | +14.0% | +47.2% | -33.2% | +11.8% |
| 6M | +11.0% | +82.7% | -71.8% | +7.6% |
| YTD | +40.7% | +52.9% | -12.2% | +37.2% |
| 1Y | +52.3% | +17.5% | +34.8% | +50.4% |
| 3Y | +60.5% | -55.8% | +116.3% | +63.5% |
| 5Y | +266.4% | -82.3% | +348.7% | +281.8% |
| All | +192.9% | +118.5% | +74.4% | +153.5% |
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