-31.5%
XYL vs FIVN
+55.4%
-87.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.3% | +5.0% |
| 7D | +14.5% | -3.4% | +17.9% | +14.6% |
| 30D | -1.3% | +5.8% | -7.1% | -1.4% |
| 3M | -17.0% | +22.0% | -39.0% | -17.1% |
| 6M | -11.3% | +55.7% | -67.1% | -11.5% |
| YTD | -25.0% | +81.3% | -106.3% | -24.2% |
| 1Y | -31.5% | +58.0% | -89.5% | -30.0% |
| All | -31.5% | +55.4% | -87.0% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling