+286.6%
ELF vs FIVN
+92.2%
+194.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.2% |
| 7D | +3.4% | -17.4% | +20.8% | +6.8% |
| 30D | +5.0% | -20.4% | +25.4% | +9.1% |
| 3M | +22.6% | -9.6% | +32.2% | +23.3% |
| 6M | +104.0% | +34.7% | +69.3% | +86.5% |
| YTD | +49.3% | +40.6% | +8.7% | +31.9% |
| 1Y | +46.0% | +34.3% | +11.7% | +30.3% |
| 3Y | +19.4% | -55.5% | +74.9% | +29.3% |
| 5Y | +262.0% | -82.5% | +344.5% | +336.4% |
| All | +286.6% | +92.2% | +194.4% | +255.1% |
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