+144.3%
AR vs FIVN
-81.8%
+226.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | -0.3% |
| 7D | -1.8% | -8.2% | +6.4% | -1.1% |
| 30D | +12.6% | -8.1% | +20.7% | +13.3% |
| 3M | +10.0% | +34.9% | -24.9% | +6.2% |
| 6M | +0.6% | +72.6% | -72.0% | -5.7% |
| YTD | +13.4% | +55.8% | -42.4% | +7.0% |
| 1Y | +21.7% | +17.1% | +4.6% | +18.1% |
| 3Y | +45.8% | -54.3% | +100.1% | +49.3% |
| 5Y | +144.3% | -81.6% | +225.8% | +148.7% |
| All | +144.3% | -81.8% | +226.1% | +148.7% |
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