-63.9%
XYZ vs FIVN
-81.1%
+17.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -17.6% | +19.3% | +9.8% |
| 7D | +12.1% | -22.6% | +34.8% | +24.8% |
| 30D | +12.4% | -16.8% | +29.1% | +19.9% |
| 3M | +8.2% | -0.9% | +9.1% | +3.0% |
| 6M | +20.7% | +28.4% | -7.7% | -1.2% |
| YTD | +31.3% | +40.2% | -8.9% | -3.0% |
| 1Y | +20.5% | +30.5% | -10.0% | -7.8% |
| 3Y | +72.6% | -56.2% | +128.8% | +124.7% |
| All | -63.9% | -81.1% | +17.2% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling