+187.8%
BAH vs FIVN
+116.5%
+71.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.4% |
| 7D | -1.3% | -9.6% | +8.3% | -0.2% |
| 30D | -6.6% | -11.9% | +5.3% | -5.4% |
| 3M | -7.2% | +40.1% | -47.2% | -11.2% |
| 6M | -10.0% | +68.3% | -78.3% | -16.3% |
| YTD | -12.5% | +51.5% | -63.9% | -17.9% |
| 1Y | -27.9% | +15.1% | -43.0% | -30.6% |
| 3Y | -31.4% | -55.6% | +24.2% | -28.4% |
| 5Y | -3.2% | -82.4% | +79.2% | +9.6% |
| All | +187.8% | +116.5% | +71.3% | +128.3% |
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 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