-2.1%
BROS vs FIVN
-83.7%
+81.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.1% | +9.6% | +7.5% |
| 7D | +6.3% | -2.8% | +9.2% | +7.2% |
| 30D | -8.3% | -17.4% | +9.1% | -3.0% |
| 3M | -29.8% | -19.2% | -10.6% | -26.3% |
| 6M | -25.8% | +29.4% | -55.2% | -35.4% |
| YTD | -41.4% | +36.3% | -77.6% | -52.0% |
| 1Y | -35.2% | +33.5% | -68.6% | -46.6% |
| 3Y | +32.8% | -56.8% | +89.6% | +56.6% |
| 5Y | -42.2% | -83.0% | +40.8% | -3.3% |
| All | -2.1% | -83.7% | +81.6% | +73.7% |
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