+181.6%
XOM vs FIVN
+282.0%
-100.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +2.3% |
| 7D | 0.0% | -9.6% | +9.6% | +0.4% |
| 30D | +3.4% | -11.9% | +15.4% | +3.9% |
| 3M | +11.0% | +40.1% | -29.1% | +9.1% |
| 6M | +10.6% | +68.3% | -57.7% | +7.5% |
| YTD | +39.2% | +51.5% | -12.3% | +35.6% |
| 1Y | +52.7% | +15.1% | +37.6% | +50.7% |
| 3Y | +56.8% | -55.6% | +112.3% | +59.6% |
| 5Y | +261.8% | -82.4% | +344.2% | +278.1% |
| 10Y | +191.3% | +114.5% | +76.8% | +152.9% |
| All | +181.6% | +282.0% | -100.4% | +132.2% |
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