-58.9%
BBWI vs FIVN
+115.6%
-174.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -8.0% | -11.3% | +3.3% | -5.6% |
| 30D | -6.6% | -7.3% | +0.7% | -5.2% |
| 3M | -2.7% | +41.7% | -44.4% | -10.8% |
| 6M | -12.8% | +78.3% | -91.0% | -25.9% |
| YTD | -10.5% | +50.9% | -61.3% | -21.4% |
| 1Y | -35.3% | +19.7% | -55.0% | -40.3% |
| 3Y | -47.7% | -55.7% | +8.0% | -42.8% |
| 5Y | -68.9% | -82.6% | +13.7% | -62.6% |
| All | -58.9% | +115.6% | -174.5% | -58.2% |
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