+381.0%
BAC vs FIVN
+292.8%
+88.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.7% | +0.2% |
| 7D | +1.2% | -8.2% | +9.4% | +2.1% |
| 30D | -0.7% | -8.1% | +7.4% | 0.0% |
| 3M | +16.9% | +34.9% | -18.0% | +12.1% |
| 6M | +29.6% | +72.6% | -43.0% | +19.6% |
| YTD | +15.3% | +55.8% | -40.5% | +7.3% |
| 1Y | +28.8% | +17.1% | +11.7% | +23.6% |
| 3Y | +136.4% | -54.3% | +190.7% | +146.0% |
| 5Y | +72.9% | -81.6% | +154.5% | +90.1% |
| 10Y | +391.8% | +109.2% | +282.6% | +280.0% |
| All | +381.0% | +292.8% | +88.1% | +245.9% |
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