+71.3%
DD vs FIVN
-82.9%
+154.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.1% |
| 7D | +5.0% | -2.8% | +7.8% | +5.4% |
| 30D | +19.7% | -17.4% | +37.1% | +22.8% |
| 3M | +7.2% | -19.2% | +26.4% | +9.8% |
| 6M | +1.0% | +29.4% | -28.3% | -6.2% |
| YTD | +29.1% | +36.3% | -7.2% | +16.3% |
| 1Y | +28.5% | +33.5% | -5.0% | +16.1% |
| 3Y | +89.4% | -56.8% | +146.3% | +103.7% |
| All | +71.3% | -82.9% | +154.2% | +93.5% |
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