+26.7%
BTDR vs FIVN
-84.0%
+110.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.1% | +8.5% | +3.9% |
| 7D | +22.4% | -8.2% | +30.6% | +25.0% |
| 30D | +16.5% | -8.1% | +24.6% | +18.4% |
| 3M | -31.5% | +34.9% | -66.4% | -38.1% |
| 6M | +74.0% | +72.6% | +1.4% | +42.0% |
| YTD | +13.0% | +55.8% | -42.7% | -6.4% |
| 1Y | -0.2% | +17.1% | -17.4% | -9.6% |
| 3Y | +9.9% | -54.3% | +64.2% | +18.8% |
| 5Y | +28.1% | -81.6% | +109.7% | +38.1% |
| All | +26.7% | -84.0% | +110.7% | +35.4% |
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