+39.7%
EFX vs FIVN
+118.5%
-78.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -4.5% | -7.8% | +3.3% | -3.0% |
| 30D | -6.1% | -1.7% | -4.3% | -5.8% |
| 3M | +6.2% | +47.2% | -41.0% | -2.1% |
| 6M | -11.2% | +82.7% | -93.9% | -22.7% |
| YTD | -21.4% | +52.9% | -74.3% | -29.5% |
| 1Y | -34.3% | +17.5% | -51.8% | -38.3% |
| 3Y | -12.5% | -55.8% | +43.3% | -5.3% |
| 5Y | -35.6% | -82.3% | +46.8% | -23.0% |
| All | +39.7% | +118.5% | -78.9% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling