-10.4%
DOW vs FIVN
-43.3%
+32.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.6% | +1.2% |
| 7D | -2.9% | -8.2% | +5.3% | -1.9% |
| 30D | +2.0% | -8.1% | +10.1% | +2.9% |
| 3M | -12.5% | +34.9% | -47.4% | -17.0% |
| 6M | -9.2% | +72.6% | -81.8% | -17.8% |
| YTD | +30.8% | +55.8% | -25.0% | +19.5% |
| 1Y | +29.4% | +17.1% | +12.3% | +23.2% |
| 3Y | -34.6% | -54.3% | +19.8% | -32.4% |
| 5Y | -35.9% | -81.6% | +45.6% | -30.1% |
| All | -10.4% | -43.3% | +32.9% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling