+80.0%
ES vs FIVN
+115.6%
-35.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -3.5% | -11.3% | +7.8% | -2.9% |
| 30D | -3.0% | -7.3% | +4.3% | -2.7% |
| 3M | -0.3% | +41.7% | -42.0% | -2.5% |
| 6M | -5.2% | +78.3% | -83.4% | -9.0% |
| YTD | +4.8% | +50.9% | -46.1% | +1.3% |
| 1Y | +12.7% | +19.7% | -6.9% | +10.4% |
| 3Y | +27.5% | -55.7% | +83.3% | +31.2% |
| 5Y | -4.7% | -82.6% | +77.9% | +1.4% |
| All | +80.0% | +115.6% | -35.6% | +65.7% |
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