-21.4%
BBWI vs FIVN
-56.5%
+35.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.2% |
| 7D | +0.1% | -2.8% | +3.0% | +0.8% |
| 30D | +12.9% | -17.4% | +30.3% | +17.4% |
| 3M | +16.0% | -19.2% | +35.2% | +20.1% |
| 6M | +16.6% | +29.4% | -12.7% | +4.5% |
| YTD | +9.7% | +36.3% | -26.5% | -6.0% |
| 1Y | +1.5% | +33.5% | -32.0% | -12.5% |
| 3Y | -21.4% | -56.8% | +35.5% | -17.4% |
| All | -21.4% | -56.5% | +35.1% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling