-35.5%
DOW vs FIVN
-82.6%
+47.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.4% | -11.3% | +8.9% | -0.8% |
| 30D | -4.1% | -7.3% | +3.2% | -3.3% |
| 3M | -12.4% | +41.7% | -54.1% | -18.0% |
| 6M | -10.6% | +78.3% | -88.9% | -20.5% |
| YTD | +31.1% | +50.9% | -19.8% | +19.2% |
| 1Y | +30.5% | +19.7% | +10.9% | +23.4% |
| 3Y | -34.4% | -55.7% | +21.3% | -32.0% |
| 5Y | -35.5% | -82.6% | +47.1% | -30.7% |
| All | -35.5% | -82.6% | +47.1% | -30.7% |
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