+211.9%
ED vs FIVN
+318.5%
-106.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.3% |
| 7D | -0.2% | -2.3% | +2.1% | -0.2% |
| 30D | -0.1% | +12.4% | -12.5% | -0.1% |
| 3M | +3.9% | +36.0% | -32.1% | +4.0% |
| 6M | -3.0% | +86.0% | -89.0% | -3.0% |
| YTD | +10.7% | +65.9% | -55.2% | +10.8% |
| 1Y | +13.3% | +26.5% | -13.2% | +13.7% |
| 3Y | +34.5% | -54.2% | +88.7% | +36.6% |
| 5Y | +67.1% | -80.5% | +147.6% | +70.8% |
| 10Y | +103.0% | +109.6% | -6.6% | +98.0% |
| All | +211.9% | +318.5% | -106.6% | +204.6% |
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 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