+255.8%
ACWI vs FIVN
+318.5%
-62.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | +0.5% | -2.3% | +2.8% | +0.8% |
| 30D | +0.9% | +12.4% | -11.5% | -0.9% |
| 3M | +2.4% | +36.0% | -33.6% | -2.1% |
| 6M | +12.4% | +86.0% | -73.6% | +2.1% |
| YTD | +15.2% | +65.9% | -50.8% | +5.7% |
| 1Y | +22.7% | +26.5% | -3.8% | +16.3% |
| 3Y | +75.8% | -54.2% | +130.0% | +84.2% |
| 5Y | +67.7% | -80.5% | +148.2% | +88.0% |
| 10Y | +229.0% | +109.6% | +119.4% | +182.1% |
| All | +255.8% | +318.5% | -62.7% | +183.5% |
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