+77.5%
EIX vs FIVN
+243.6%
-166.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.5% |
| 7D | +1.4% | -2.8% | +4.2% | +1.5% |
| 30D | +8.5% | -17.4% | +26.0% | +9.5% |
| 3M | -13.5% | -19.2% | +5.7% | -12.8% |
| 6M | -12.4% | +29.4% | -41.7% | -14.2% |
| YTD | +5.9% | +36.3% | -30.4% | +2.7% |
| 1Y | +7.6% | +33.5% | -25.9% | +4.4% |
| 3Y | +12.8% | -56.8% | +69.6% | +15.1% |
| 5Y | +19.2% | -83.0% | +102.2% | +24.6% |
| 10Y | +34.9% | +87.3% | -52.4% | +27.1% |
| All | +77.5% | +243.6% | -166.1% | +65.2% |
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