+18.4%
BROS vs FIVN
-82.0%
+100.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | -6.1% | -11.3% | +5.2% | -2.3% |
| 30D | -12.4% | -7.3% | -5.1% | -10.6% |
| 3M | -27.9% | +41.7% | -69.6% | -37.5% |
| 6M | -16.8% | +78.3% | -95.1% | -36.2% |
| YTD | -29.0% | +50.9% | -79.9% | -42.8% |
| 1Y | -33.2% | +19.7% | -52.9% | -41.4% |
| 3Y | +56.8% | -55.7% | +112.5% | +87.7% |
| All | +18.4% | -82.0% | +100.4% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling