+277.7%
ELF vs FIVN
+108.7%
+168.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.5% |
| 7D | -6.8% | -9.6% | +2.8% | -4.8% |
| 30D | +5.1% | -11.9% | +17.0% | +7.7% |
| 3M | +79.8% | +40.1% | +39.7% | +66.4% |
| 6M | +29.7% | +68.3% | -38.6% | +12.6% |
| YTD | +31.6% | +51.5% | -19.9% | +16.1% |
| 1Y | -27.9% | +15.1% | -43.0% | -32.3% |
| 3Y | -26.4% | -55.6% | +29.1% | -19.8% |
| 5Y | +235.6% | -82.4% | +318.0% | +306.0% |
| All | +277.7% | +108.7% | +168.9% | +246.4% |
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 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