+372.3%
EAT vs FIVN
+115.6%
+256.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -6.2% | -11.3% | +5.1% | -4.3% |
| 30D | -3.0% | -7.3% | +4.3% | -2.1% |
| 3M | +45.6% | +41.7% | +4.0% | +35.3% |
| 6M | +53.5% | +78.3% | -24.7% | +33.8% |
| YTD | +49.6% | +50.9% | -1.3% | +33.5% |
| 1Y | +38.9% | +19.7% | +19.3% | +29.4% |
| 3Y | +589.7% | -55.7% | +645.4% | +651.7% |
| 5Y | +318.7% | -82.6% | +401.2% | +400.2% |
| All | +372.3% | +115.6% | +256.6% | +353.7% |
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 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