-24.5%
XYL vs FIVN
+27.5%
-52.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -2.0% |
| 7D | -5.0% | -2.3% | -2.8% | -5.0% |
| 30D | -13.2% | +12.4% | -25.6% | -13.4% |
| 3M | -3.7% | +36.0% | -39.7% | -4.1% |
| 6M | -17.7% | +86.0% | -103.7% | -17.7% |
| YTD | -21.5% | +65.9% | -87.5% | -21.0% |
| 1Y | -24.5% | +26.5% | -51.0% | -23.3% |
| All | -24.5% | +27.5% | -52.0% | -23.3% |
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