+23.5%
EL vs FIVN
+115.6%
-92.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -4.4% | -11.3% | +6.9% | -2.1% |
| 30D | +10.3% | -7.3% | +17.6% | +11.8% |
| 3M | +13.4% | +41.7% | -28.3% | +4.7% |
| 6M | +3.1% | +78.3% | -75.2% | -10.8% |
| YTD | -6.9% | +50.9% | -57.8% | -17.2% |
| 1Y | +11.9% | +19.7% | -7.8% | +4.0% |
| 3Y | -33.8% | -55.7% | +21.9% | -28.2% |
| 5Y | -69.0% | -82.6% | +13.6% | -63.0% |
| All | +23.5% | +115.6% | -92.1% | +9.3% |
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