+197.5%
ECL vs FIVN
+92.2%
+105.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.5% | -17.4% | +17.0% | +1.3% |
| 30D | +6.6% | -20.4% | +27.0% | +8.8% |
| 3M | +9.6% | -9.6% | +19.3% | +10.0% |
| 6M | +21.6% | +34.7% | -13.1% | +15.9% |
| YTD | +16.9% | +40.6% | -23.7% | +9.5% |
| 1Y | +17.9% | +34.3% | -16.4% | +10.9% |
| 3Y | +76.5% | -55.5% | +132.0% | +84.5% |
| 5Y | +36.6% | -82.5% | +119.1% | +53.2% |
| All | +197.5% | +92.2% | +105.3% | +158.0% |
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