-3.3%
XRT vs FIVN
-82.0%
+78.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.1% | -1.0% |
| 7D | -2.4% | -9.6% | +7.2% | -0.3% |
| 30D | -6.9% | -11.9% | +5.0% | -4.6% |
| 3M | -0.4% | +40.1% | -40.5% | -8.8% |
| 6M | +2.2% | +68.3% | -66.1% | -12.3% |
| YTD | -0.7% | +51.5% | -52.2% | -13.3% |
| 1Y | -2.0% | +15.1% | -17.1% | -8.8% |
| 3Y | +41.0% | -55.6% | +96.6% | +59.3% |
| 5Y | -3.3% | -82.4% | +79.1% | +30.6% |
| All | -3.3% | -82.0% | +78.7% | +30.6% |
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 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