+234.9%
ACWI vs FIVN
+253.7%
-18.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -17.6% | +17.6% | +2.1% |
| 7D | -2.4% | -22.6% | +20.3% | +0.5% |
| 30D | -5.2% | -16.8% | +11.6% | -3.5% |
| 3M | -4.8% | -0.9% | -3.9% | -5.7% |
| 6M | -1.3% | +28.4% | -29.7% | -5.9% |
| YTD | +8.4% | +40.2% | -31.9% | +0.8% |
| 1Y | +11.0% | +30.5% | -19.5% | +4.1% |
| 3Y | +70.6% | -56.2% | +126.8% | +78.6% |
| 5Y | +55.3% | -81.0% | +136.3% | +73.8% |
| 10Y | +223.2% | +105.3% | +117.9% | +178.2% |
| All | +234.9% | +253.7% | -18.8% | +170.5% |
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