-68.4%
EL vs FIVN
-82.0%
+13.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.2% |
| 7D | -2.4% | -9.6% | +7.2% | +0.1% |
| 30D | +13.7% | -11.9% | +25.6% | +17.0% |
| 3M | +14.5% | +40.1% | -25.6% | +3.8% |
| 6M | +7.4% | +68.3% | -60.9% | -9.4% |
| YTD | -4.7% | +51.5% | -56.2% | -18.0% |
| 1Y | +12.9% | +15.1% | -2.2% | +4.2% |
| 3Y | -32.2% | -55.6% | +23.3% | -24.0% |
| 5Y | -68.4% | -82.4% | +14.0% | -59.4% |
| All | -68.4% | -82.0% | +13.7% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling