-35.9%
EFX vs FIVN
-82.6%
+46.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -11.1% | -11.3% | +0.2% | -8.6% |
| 30D | -7.4% | -7.3% | -0.1% | -5.9% |
| 3M | +1.5% | +41.7% | -40.2% | -7.0% |
| 6M | -13.7% | +78.3% | -92.0% | -26.3% |
| YTD | -21.9% | +50.9% | -72.7% | -31.0% |
| 1Y | -30.8% | +19.7% | -50.4% | -35.9% |
| 3Y | -12.4% | -55.7% | +43.4% | -3.0% |
| 5Y | -35.9% | -82.6% | +46.6% | -20.7% |
| All | -35.9% | -82.6% | +46.7% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling