+24.7%
ESTC vs FIVN
-30.7%
+55.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.5% |
| 7D | -2.6% | -22.8% | +20.1% | +9.9% |
| 30D | -8.6% | -21.3% | +12.7% | +2.1% |
| 3M | +14.4% | -14.0% | +28.3% | +20.5% |
| 6M | +73.3% | +31.1% | +42.2% | +42.4% |
| YTD | +15.7% | +40.0% | -24.3% | -11.6% |
| 1Y | -7.6% | +38.1% | -45.7% | -29.6% |
| 3Y | +14.6% | -55.7% | +70.2% | +49.3% |
| 5Y | -50.0% | -82.5% | +32.5% | +6.9% |
| All | +24.7% | -30.7% | +55.5% | +8.4% |
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 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