-13.0%
EFX vs FIVN
-55.8%
+42.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -11.1% | -11.3% | +0.2% | -8.8% |
| 30D | -7.4% | -7.3% | -0.1% | -6.0% |
| 3M | +1.5% | +41.7% | -40.2% | -6.4% |
| 6M | -13.7% | +78.3% | -92.0% | -25.5% |
| YTD | -21.9% | +50.9% | -72.7% | -30.4% |
| 1Y | -30.8% | +19.7% | -50.4% | -35.5% |
| All | -13.0% | -55.8% | +42.8% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling