+9.4%
ENB vs FIVN
+55.4%
-46.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.2% |
| 7D | +0.5% | -3.4% | +3.9% | +0.3% |
| 30D | +6.0% | +5.8% | +0.2% | +6.4% |
| 3M | -7.4% | +22.0% | -29.4% | -6.1% |
| 6M | -8.5% | +55.7% | -64.2% | -5.6% |
| YTD | +6.1% | +81.3% | -75.2% | +9.9% |
| 1Y | +9.4% | +58.0% | -48.6% | +12.5% |
| All | +9.4% | +55.4% | -46.0% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling