+232.6%
XYL vs FIVN
+318.5%
-85.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.7% |
| 7D | -5.0% | -2.3% | -2.8% | -4.8% |
| 30D | -13.2% | +12.4% | -25.6% | -14.8% |
| 3M | -3.7% | +36.0% | -39.7% | -8.0% |
| 6M | -17.7% | +86.0% | -103.7% | -25.3% |
| YTD | -21.5% | +65.9% | -87.5% | -28.0% |
| 1Y | -24.5% | +26.5% | -51.0% | -28.5% |
| 3Y | +6.9% | -54.2% | +61.2% | +12.7% |
| 5Y | -18.1% | -80.5% | +62.4% | -7.6% |
| 10Y | +134.7% | +109.6% | +25.1% | +93.8% |
| All | +232.6% | +318.5% | -85.9% | +152.9% |
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