+118.8%
EEM vs FIVN
+292.8%
-174.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.1% | +6.3% | +0.9% |
| 7D | +3.1% | -8.2% | +11.3% | +4.1% |
| 30D | +4.9% | -8.1% | +13.0% | +5.7% |
| 3M | +5.2% | +34.9% | -29.7% | +0.6% |
| 6M | +20.7% | +72.6% | -51.9% | +10.8% |
| YTD | +26.5% | +55.8% | -29.3% | +17.0% |
| 1Y | +37.8% | +17.1% | +20.7% | +31.9% |
| 3Y | +91.0% | -54.3% | +145.3% | +100.2% |
| 5Y | +47.0% | -81.6% | +128.6% | +66.8% |
| 10Y | +125.6% | +109.2% | +16.4% | +89.1% |
| All | +118.8% | +292.8% | -174.1% | +66.3% |
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