+155.8%
XRT vs FIVN
+243.6%
-87.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.9% |
| 7D | +1.7% | -2.8% | +4.6% | +2.2% |
| 30D | +7.5% | -17.4% | +24.9% | +10.2% |
| 3M | +2.2% | -19.2% | +21.4% | +4.6% |
| 6M | +14.7% | +29.4% | -14.7% | +7.8% |
| YTD | +7.5% | +36.3% | -28.8% | -1.4% |
| 1Y | +14.1% | +33.5% | -19.3% | +4.9% |
| 3Y | +58.8% | -56.8% | +115.6% | +69.1% |
| 5Y | -3.9% | -83.0% | +79.1% | +11.7% |
| 10Y | +137.7% | +87.3% | +50.4% | +113.4% |
| All | +155.8% | +243.6% | -87.8% | +115.9% |
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