+225.7%
ECL vs FIVN
+254.6%
-28.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.5% | -17.4% | +17.0% | +1.2% |
| 30D | +6.6% | -20.4% | +27.0% | +8.6% |
| 3M | +9.6% | -9.6% | +19.3% | +10.0% |
| 6M | +21.6% | +34.7% | -13.1% | +16.3% |
| YTD | +16.9% | +40.6% | -23.7% | +10.0% |
| 1Y | +17.9% | +34.3% | -16.4% | +11.4% |
| 3Y | +76.5% | -55.5% | +132.0% | +83.3% |
| 5Y | +36.6% | -82.5% | +119.1% | +51.2% |
| 10Y | +193.2% | +93.2% | +99.9% | +153.2% |
| All | +225.7% | +254.6% | -28.9% | +163.3% |
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