+105.0%
ED vs FIVN
+115.6%
-10.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.9% | -11.3% | +9.4% | -1.9% |
| 30D | +0.1% | -7.3% | +7.4% | +0.1% |
| 3M | 0.0% | +41.7% | -41.7% | 0.0% |
| 6M | -2.5% | +78.3% | -80.8% | -2.5% |
| YTD | +10.1% | +50.9% | -40.8% | +10.2% |
| 1Y | +13.6% | +19.7% | -6.1% | +13.9% |
| 3Y | +32.4% | -55.7% | +88.2% | +35.1% |
| 5Y | +69.9% | -82.6% | +152.4% | +75.3% |
| All | +105.0% | +115.6% | -10.6% | +89.4% |
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