+35.4%
EIX vs FIVN
+92.2%
-56.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -1.5% | -17.4% | +16.0% | -0.4% |
| 30D | +8.1% | -20.4% | +28.5% | +9.4% |
| 3M | -12.1% | -9.6% | -2.5% | -12.0% |
| 6M | -13.4% | +34.7% | -48.1% | -15.9% |
| YTD | +5.6% | +40.6% | -35.0% | +1.6% |
| 1Y | +7.8% | +34.3% | -26.5% | +4.1% |
| 3Y | +9.8% | -55.5% | +65.3% | +12.6% |
| 5Y | +18.8% | -82.5% | +101.3% | +25.8% |
| All | +35.4% | +92.2% | -56.7% | +22.8% |
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