+25.6%
AGG vs FIVN
+280.5%
-254.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.9% | -11.3% | +10.4% | -0.8% |
| 30D | -1.0% | -7.3% | +6.3% | -0.9% |
| 3M | -1.3% | +41.7% | -43.0% | -1.6% |
| 6M | -2.1% | +78.3% | -80.3% | -2.6% |
| YTD | -1.2% | +50.9% | -52.1% | -1.7% |
| 1Y | -0.5% | +19.7% | -20.1% | -0.8% |
| 3Y | +12.4% | -55.7% | +68.2% | +12.8% |
| 5Y | -2.4% | -82.6% | +80.2% | -1.9% |
| 10Y | +14.3% | +113.6% | -99.3% | +15.8% |
| All | +25.6% | +280.5% | -254.9% | +28.0% |
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