+309.3%
EAT vs FIVN
+92.2%
+217.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | -7.1% | -17.4% | +10.4% | -4.3% |
| 30D | -2.3% | -20.4% | +18.0% | +1.0% |
| 3M | -19.6% | -9.6% | -10.0% | -19.2% |
| 6M | +46.0% | +34.7% | +11.3% | +34.9% |
| YTD | +37.7% | +40.6% | -2.9% | +23.3% |
| 1Y | +73.8% | +34.3% | +39.5% | +56.6% |
| 3Y | +482.1% | -55.5% | +537.5% | +528.4% |
| 5Y | +362.5% | -82.5% | +444.9% | +450.8% |
| All | +309.3% | +92.2% | +217.2% | +312.6% |
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