+64.8%
EIX vs FIVN
+318.5%
-253.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.0% |
| 7D | -19.1% | -2.3% | -16.8% | -19.0% |
| 30D | -16.9% | +12.4% | -29.3% | -17.6% |
| 3M | -20.0% | +36.0% | -56.0% | -21.6% |
| 6M | -21.3% | +86.0% | -107.3% | -24.6% |
| YTD | -1.7% | +65.9% | -67.6% | -5.4% |
| 1Y | +9.6% | +26.5% | -16.9% | +7.1% |
| 3Y | -3.7% | -54.2% | +50.5% | -1.8% |
| 5Y | +22.6% | -80.5% | +103.1% | +27.4% |
| 10Y | +17.7% | +109.6% | -92.0% | +10.2% |
| All | +64.8% | +318.5% | -253.7% | +52.2% |
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