+500.9%
ALL vs FIVN
+318.5%
+182.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.2% |
| 7D | 0.0% | -2.3% | +2.3% | +0.2% |
| 30D | -1.5% | +12.4% | -13.9% | -2.3% |
| 3M | +23.6% | +36.0% | -12.4% | +21.0% |
| 6M | +22.3% | +86.0% | -63.6% | +17.1% |
| YTD | +26.5% | +65.9% | -39.4% | +21.7% |
| 1Y | +27.0% | +26.5% | +0.5% | +23.9% |
| 3Y | +149.6% | -54.2% | +203.8% | +154.7% |
| 5Y | +118.1% | -80.5% | +198.5% | +129.6% |
| 10Y | +369.0% | +109.6% | +259.3% | +326.7% |
| All | +500.9% | +318.5% | +182.4% | +419.3% |
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 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