+145.6%
XRT vs FIVN
+318.5%
-172.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.4% |
| 7D | +0.8% | -2.3% | +3.1% | +1.1% |
| 30D | -4.2% | +12.4% | -16.6% | -6.4% |
| 3M | +5.1% | +36.0% | -30.9% | -0.8% |
| 6M | +2.4% | +86.0% | -83.6% | -9.3% |
| YTD | +3.2% | +65.9% | -62.7% | -7.5% |
| 1Y | +1.5% | +26.5% | -25.0% | -5.1% |
| 3Y | +40.6% | -54.2% | +94.8% | +49.3% |
| 5Y | -1.0% | -80.5% | +79.5% | +13.0% |
| 10Y | +128.4% | +109.6% | +18.8% | +101.6% |
| All | +145.6% | +318.5% | -172.9% | +102.7% |
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