+135.9%
EFV vs FIVN
+292.8%
-157.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | -0.2% |
| 7D | +1.0% | -8.2% | +9.2% | +1.7% |
| 30D | +0.2% | -8.1% | +8.3% | +0.8% |
| 3M | +9.6% | +34.9% | -25.3% | +6.3% |
| 6M | +14.0% | +72.6% | -58.6% | +7.4% |
| YTD | +18.5% | +55.8% | -37.3% | +12.2% |
| 1Y | +27.9% | +17.1% | +10.8% | +24.0% |
| 3Y | +92.4% | -54.3% | +146.8% | +98.8% |
| 5Y | +97.2% | -81.6% | +178.7% | +114.5% |
| 10Y | +163.0% | +109.2% | +53.8% | +122.8% |
| All | +135.9% | +292.8% | -157.0% | +86.4% |
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 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