+23.4%
BA vs FIVN
+92.2%
-68.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -0.6% | -17.4% | +16.9% | +2.0% |
| 30D | -8.0% | -20.4% | +12.4% | -5.3% |
| 3M | -25.8% | -9.6% | -16.2% | -25.4% |
| 6M | -27.6% | +34.7% | -62.3% | -32.3% |
| YTD | -21.0% | +40.6% | -61.6% | -28.0% |
| 1Y | -12.3% | +34.3% | -46.6% | -19.6% |
| 3Y | -12.8% | -55.5% | +42.7% | -7.5% |
| 5Y | -22.4% | -82.5% | +60.1% | -8.7% |
| All | +23.4% | +92.2% | -68.8% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling