-12.1%
DOW vs FIVN
-44.4%
+32.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.4% | -2.2% |
| 7D | -1.4% | -7.8% | +6.5% | -0.4% |
| 30D | -3.9% | -1.7% | -2.2% | -3.9% |
| 3M | -12.7% | +47.2% | -59.9% | -18.2% |
| 6M | -13.7% | +82.7% | -96.4% | -22.6% |
| YTD | +28.4% | +52.9% | -24.5% | +17.6% |
| 1Y | +21.8% | +17.5% | +4.3% | +15.9% |
| 3Y | -35.7% | -55.8% | +20.1% | -33.3% |
| 5Y | -36.8% | -82.3% | +45.5% | -30.7% |
| All | -12.1% | -44.4% | +32.3% | -35.2% |
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