-15.4%
A vs FIVN
-82.0%
+66.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.3% | -0.9% |
| 7D | -4.4% | -9.6% | +5.2% | -2.6% |
| 30D | -2.7% | -11.9% | +9.3% | -0.6% |
| 3M | +7.0% | +40.1% | -33.0% | -0.6% |
| 6M | +24.6% | +68.3% | -43.7% | +9.9% |
| YTD | +7.0% | +51.5% | -44.5% | -4.4% |
| 1Y | +15.6% | +15.1% | +0.4% | +8.9% |
| 3Y | +29.9% | -55.6% | +85.5% | +42.9% |
| 5Y | -15.4% | -82.4% | +67.1% | +5.3% |
| All | -15.4% | -82.0% | +66.7% | +5.3% |
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 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