+82.9%
ESI vs FIVN
+318.5%
-235.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.4% | +3.4% |
| 7D | +3.3% | -2.3% | +5.6% | +3.7% |
| 30D | -5.9% | +12.4% | -18.3% | -8.5% |
| 3M | -14.1% | +36.0% | -50.1% | -20.2% |
| 6M | +6.6% | +86.0% | -79.4% | -8.6% |
| YTD | +45.0% | +65.9% | -20.9% | +26.5% |
| 1Y | +41.5% | +26.5% | +15.0% | +29.8% |
| 3Y | +78.8% | -54.2% | +133.0% | +92.0% |
| 5Y | +70.9% | -80.5% | +151.3% | +104.2% |
| 10Y | +317.1% | +109.6% | +207.4% | +175.6% |
| All | +82.9% | +318.5% | -235.6% | -9.8% |
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