-3.4%
ES vs FIVN
-80.6%
+77.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.5% |
| 7D | +0.3% | -2.3% | +2.6% | +0.4% |
| 30D | -2.0% | +12.4% | -14.4% | -2.6% |
| 3M | +1.7% | +36.0% | -34.3% | +0.1% |
| 6M | -3.5% | +86.0% | -89.5% | -6.8% |
| YTD | +7.9% | +65.9% | -58.0% | +4.6% |
| 1Y | +17.2% | +26.5% | -9.3% | +15.2% |
| 3Y | +29.3% | -54.2% | +83.5% | +32.6% |
| All | -3.4% | -80.6% | +77.2% | -8.6% |
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