+63.7%
EL vs FIVN
+86.2%
-22.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.7% |
| 7D | +1.5% | -2.8% | +4.4% | +2.1% |
| 30D | +10.0% | -17.4% | +27.4% | +13.5% |
| 3M | +28.4% | -19.2% | +47.6% | +32.4% |
| 6M | +37.1% | +29.4% | +7.7% | +26.8% |
| YTD | +7.8% | +36.3% | -28.4% | -3.2% |
| 1Y | +26.0% | +33.5% | -7.4% | +13.6% |
| 3Y | +3.8% | -56.8% | +60.7% | +12.2% |
| 5Y | -65.2% | -83.0% | +17.8% | -58.4% |
| All | +63.7% | +86.2% | -22.5% | +53.1% |
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