-20.4%
XOP vs FIVN
+243.6%
-264.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.2% |
| 7D | +6.3% | -2.8% | +9.2% | +6.6% |
| 30D | -6.6% | -17.4% | +10.8% | -5.0% |
| 3M | +3.6% | -19.2% | +22.7% | +5.1% |
| 6M | +10.8% | +29.4% | -18.6% | +5.7% |
| YTD | +48.3% | +36.3% | +12.0% | +38.9% |
| 1Y | +42.9% | +33.5% | +9.5% | +34.1% |
| 3Y | +43.3% | -56.8% | +100.1% | +49.0% |
| 5Y | +94.0% | -83.0% | +177.0% | +115.5% |
| 10Y | +53.7% | +87.3% | -33.5% | +18.2% |
| All | -20.4% | +243.6% | -264.1% | -45.8% |
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