-40.3%
AR vs FIVN
+318.5%
-358.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | +2.5% | -2.3% | +4.8% | +2.7% |
| 30D | +14.8% | +12.4% | +2.4% | +13.4% |
| 3M | +6.2% | +36.0% | -29.8% | +3.0% |
| 6M | +4.3% | +86.0% | -81.7% | -2.0% |
| YTD | +14.4% | +65.9% | -51.6% | +8.1% |
| 1Y | +21.3% | +26.5% | -5.2% | +17.2% |
| 3Y | +39.8% | -54.2% | +94.0% | +43.1% |
| 5Y | +142.1% | -80.5% | +222.5% | +156.7% |
| 10Y | +52.0% | +109.6% | -57.6% | +28.4% |
| All | -40.3% | +318.5% | -358.8% | -54.1% |
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