+1,613.3%
EME vs FIVN
+282.0%
+1,331.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.3% | -2.2% |
| 7D | +2.7% | -9.6% | +12.3% | +3.7% |
| 30D | -6.8% | -11.9% | +5.1% | -5.8% |
| 3M | -8.8% | +40.1% | -48.9% | -12.5% |
| 6M | +5.0% | +68.3% | -63.4% | -2.2% |
| YTD | +23.5% | +51.5% | -28.0% | +15.8% |
| 1Y | +21.3% | +15.1% | +6.2% | +17.2% |
| 3Y | +241.1% | -55.6% | +296.6% | +254.6% |
| 5Y | +549.2% | -82.4% | +631.6% | +618.9% |
| 10Y | +1,306.4% | +114.5% | +1,191.9% | +1,009.1% |
| All | +1,613.3% | +282.0% | +1,331.3% | +1,157.9% |
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