+130.0%
EFA vs FIVN
+282.0%
-152.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.6% | -0.8% |
| 7D | -0.5% | -9.6% | +9.1% | +0.5% |
| 30D | -1.3% | -11.9% | +10.6% | -0.2% |
| 3M | +5.2% | +40.1% | -34.9% | +1.0% |
| 6M | +9.4% | +68.3% | -59.0% | +2.1% |
| YTD | +12.7% | +51.5% | -38.8% | +5.9% |
| 1Y | +19.3% | +15.1% | +4.1% | +15.2% |
| 3Y | +66.3% | -55.6% | +121.9% | +73.4% |
| 5Y | +53.4% | -82.4% | +135.8% | +70.3% |
| 10Y | +144.4% | +114.5% | +30.0% | +109.2% |
| All | +130.0% | +282.0% | -152.0% | +84.3% |
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