-50.4%
COMP vs FIVN
-82.6%
+32.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.9% | -3.5% | -5.7% |
| 7D | +7.2% | -22.4% | +29.6% | +17.9% |
| 30D | +6.4% | -23.8% | +30.2% | +17.5% |
| 3M | -19.4% | -19.5% | +0.1% | -14.5% |
| 6M | +14.6% | +25.6% | -11.0% | -4.7% |
| YTD | -5.5% | +38.4% | -43.9% | -30.3% |
| 1Y | +13.7% | +33.7% | -20.0% | -14.9% |
| 3Y | +409.7% | -56.2% | +465.9% | +564.6% |
| 5Y | -17.0% | -82.9% | +65.9% | +62.6% |
| All | -50.4% | -82.6% | +32.2% | -4.0% |
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