+187.2%
EFX vs FIVN
+292.8%
-105.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.1% | +3.1% | -2.0% |
| 7D | -7.8% | -8.2% | +0.4% | -6.5% |
| 30D | -5.7% | -8.1% | +2.4% | -4.5% |
| 3M | +2.5% | +34.9% | -32.4% | -3.1% |
| 6M | -16.7% | +72.6% | -89.3% | -25.3% |
| YTD | -20.2% | +55.8% | -75.9% | -27.5% |
| 1Y | -31.4% | +17.1% | -48.5% | -35.0% |
| 3Y | -10.5% | -54.3% | +43.8% | -4.9% |
| 5Y | -35.2% | -81.6% | +46.3% | -25.3% |
| 10Y | +40.2% | +109.2% | -69.0% | +22.0% |
| All | +187.2% | +292.8% | -105.6% | +138.5% |
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