+142.8%
XYL vs FIVN
+118.5%
+24.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | +1.2% | -7.8% | +9.0% | +2.2% |
| 30D | -11.9% | -1.7% | -10.2% | -11.9% |
| 3M | -1.5% | +47.2% | -48.7% | -7.3% |
| 6M | -11.9% | +82.7% | -94.6% | -20.7% |
| YTD | -20.6% | +52.9% | -73.5% | -27.0% |
| 1Y | -23.5% | +17.5% | -41.0% | -27.1% |
| 3Y | +14.9% | -55.8% | +70.7% | +22.6% |
| 5Y | -15.3% | -82.3% | +67.0% | -1.3% |
| All | +142.8% | +118.5% | +24.3% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling