+19.7%
BROS vs FIVN
-81.7%
+101.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | -5.8% | -7.8% | +2.1% | -3.2% |
| 30D | -14.0% | -1.7% | -12.2% | -13.9% |
| 3M | -32.5% | +47.2% | -79.7% | -42.1% |
| 6M | -14.9% | +82.7% | -97.6% | -35.3% |
| YTD | -28.3% | +52.9% | -81.2% | -42.5% |
| 1Y | -34.0% | +17.5% | -51.5% | -41.6% |
| 3Y | +63.0% | -55.8% | +118.8% | +95.7% |
| All | +19.7% | -81.7% | +101.4% | +108.4% |
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 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