-6.7%
EFX vs FIVN
+55.4%
-62.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.1% |
| 7D | +9.2% | -3.4% | +12.6% | +9.9% |
| 30D | +34.8% | +5.8% | +29.0% | +32.8% |
| 3M | +8.8% | +22.0% | -13.2% | +3.4% |
| 6M | +12.3% | +55.7% | -43.4% | +0.6% |
| YTD | -10.6% | +81.3% | -91.9% | -23.3% |
| 1Y | -6.7% | +58.0% | -64.7% | -19.1% |
| All | -6.7% | +55.4% | -62.1% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling