+338.3%
ELF vs FIVN
+93.3%
+245.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -17.6% | +23.4% | +9.3% |
| 7D | +4.0% | -22.6% | +26.6% | +8.9% |
| 30D | +10.6% | -16.8% | +27.3% | +13.8% |
| 3M | +25.8% | -0.9% | +26.7% | +23.9% |
| 6M | +89.1% | +28.4% | +60.7% | +74.8% |
| YTD | +52.7% | +40.2% | +12.5% | +35.2% |
| 1Y | +51.7% | +30.5% | +21.2% | +36.3% |
| 3Y | +14.2% | -56.2% | +70.4% | +23.9% |
| 5Y | +270.7% | -81.0% | +351.7% | +340.6% |
| 10Y | +341.9% | +105.3% | +236.7% | +311.5% |
| All | +338.3% | +93.3% | +245.0% | +303.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling