-29.5%
BBWI vs FIVN
+243.6%
-273.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.0% |
| 7D | +0.1% | -2.8% | +3.0% | +0.6% |
| 30D | +12.9% | -17.4% | +30.3% | +16.3% |
| 3M | +16.0% | -19.2% | +35.2% | +19.1% |
| 6M | +16.6% | +29.4% | -12.7% | +8.6% |
| YTD | +9.7% | +36.3% | -26.5% | -0.7% |
| 1Y | +1.5% | +33.5% | -32.0% | -7.8% |
| 3Y | -21.4% | -56.8% | +35.5% | -15.8% |
| 5Y | -67.6% | -83.0% | +15.4% | -62.5% |
| 10Y | -46.8% | +87.3% | -134.1% | -47.2% |
| All | -29.5% | +243.6% | -273.2% | -31.4% |
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 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