+155.6%
ECL vs FIVN
+105.2%
+50.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.6% | -1.8% |
| 7D | -2.7% | -9.6% | +6.8% | -1.7% |
| 30D | -4.3% | -11.9% | +7.6% | -3.1% |
| 3M | +3.2% | +40.1% | -36.9% | -1.1% |
| 6M | -2.9% | +68.3% | -71.2% | -9.9% |
| YTD | +4.3% | +51.5% | -47.2% | -2.5% |
| 1Y | +1.6% | +15.1% | -13.5% | -2.1% |
| 3Y | +54.3% | -55.6% | +109.8% | +62.4% |
| 5Y | +26.5% | -82.4% | +108.9% | +42.4% |
| 10Y | +155.6% | +114.5% | +41.1% | +114.7% |
| All | +155.6% | +105.2% | +50.4% | +114.7% |
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