+25.1%
BROS vs FIVN
-81.4%
+106.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.6% | +0.5% |
| 7D | -0.9% | -8.2% | +7.3% | +1.8% |
| 30D | -13.5% | -8.1% | -5.3% | -11.5% |
| 3M | -18.4% | +34.9% | -53.3% | -28.1% |
| 6M | -10.6% | +72.6% | -83.2% | -30.4% |
| YTD | -25.1% | +55.8% | -80.8% | -40.2% |
| 1Y | -28.6% | +17.1% | -45.8% | -36.7% |
| 3Y | +65.6% | -54.3% | +119.9% | +96.2% |
| All | +25.1% | -81.4% | +106.5% | +116.4% |
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 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