-4.3%
XRT vs FIVN
-82.6%
+78.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -1.9% |
| 7D | -0.4% | -17.4% | +17.0% | +3.2% |
| 30D | +7.5% | -20.4% | +27.9% | +12.0% |
| 3M | +2.3% | -9.6% | +12.0% | +3.0% |
| 6M | +12.8% | +34.7% | -21.9% | +2.2% |
| YTD | +7.1% | +40.6% | -33.5% | -6.4% |
| 1Y | +12.3% | +34.3% | -22.0% | -0.8% |
| 3Y | +57.0% | -55.5% | +112.5% | +75.3% |
| 5Y | -4.3% | -82.5% | +78.1% | +28.5% |
| All | -4.3% | -82.6% | +78.3% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling