+66.9%
DD vs FIVN
+118.5%
-51.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.4% |
| 7D | -3.5% | -7.8% | +4.3% | -2.4% |
| 30D | -11.7% | -1.7% | -9.9% | -11.6% |
| 3M | -9.2% | +47.2% | -56.4% | -14.9% |
| 6M | -7.2% | +82.7% | -89.9% | -16.9% |
| YTD | +6.6% | +52.9% | -46.3% | -2.5% |
| 1Y | +32.0% | +17.5% | +14.5% | +25.3% |
| 3Y | +42.1% | -55.8% | +98.0% | +49.9% |
| 5Y | +58.1% | -82.3% | +140.4% | +77.3% |
| All | +66.9% | +118.5% | -51.7% | +40.3% |
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