+61.2%
BROS vs FIVN
-55.8%
+117.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -6.1% | -11.3% | +5.2% | -3.5% |
| 30D | -12.4% | -7.3% | -5.1% | -11.1% |
| 3M | -27.9% | +41.7% | -69.6% | -34.7% |
| 6M | -16.8% | +78.3% | -95.1% | -30.9% |
| YTD | -29.0% | +50.9% | -79.9% | -38.6% |
| 1Y | -33.2% | +19.7% | -52.9% | -38.4% |
| All | +61.2% | -55.8% | +117.1% | +67.6% |
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