+3.6%
ES vs FIVN
-81.1%
+84.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -17.6% | +14.7% | -2.2% |
| 7D | +1.9% | -22.6% | +24.5% | +2.9% |
| 30D | +7.1% | -16.8% | +23.8% | +7.7% |
| 3M | -1.9% | -0.9% | -1.1% | -2.3% |
| 6M | +4.4% | +28.4% | -24.1% | +2.4% |
| YTD | +7.3% | +40.2% | -32.9% | +4.4% |
| 1Y | +2.1% | +30.5% | -28.4% | -0.3% |
| 3Y | +41.8% | -56.2% | +98.1% | +45.9% |
| All | +3.6% | -81.1% | +84.8% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling