+59.6%
DD vs FIVN
-82.0%
+141.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -2.1% |
| 7D | -3.8% | -9.6% | +5.8% | -2.2% |
| 30D | -9.2% | -11.9% | +2.7% | -7.5% |
| 3M | -9.0% | +40.1% | -49.1% | -15.2% |
| 6M | -5.0% | +68.3% | -73.3% | -15.9% |
| YTD | +7.4% | +51.5% | -44.1% | -3.7% |
| 1Y | +35.1% | +15.1% | +20.0% | +27.5% |
| 3Y | +43.2% | -55.6% | +98.8% | +54.3% |
| 5Y | +59.6% | -82.4% | +142.1% | +80.3% |
| All | +59.6% | -82.0% | +141.7% | +80.3% |
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 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