+27.1%
BND vs FIVN
+282.0%
-254.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | -0.2% |
| 7D | -0.1% | -9.6% | +9.4% | -0.1% |
| 30D | -0.2% | -11.9% | +11.7% | -0.1% |
| 3M | -0.7% | +40.1% | -40.8% | -1.0% |
| 6M | -1.7% | +68.3% | -70.0% | -2.2% |
| YTD | -0.5% | +51.5% | -52.0% | -1.0% |
| 1Y | +0.4% | +15.1% | -14.8% | +0.1% |
| 3Y | +13.1% | -55.6% | +68.7% | +13.6% |
| 5Y | -2.1% | -82.4% | +80.3% | -1.5% |
| 10Y | +15.7% | +114.5% | -98.8% | +17.0% |
| All | +27.1% | +282.0% | -254.9% | +29.3% |
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 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