+23.7%
ESTC vs FIVN
-25.1%
+48.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -0.6% |
| 7D | -3.3% | -9.6% | +6.2% | +2.0% |
| 30D | +13.4% | -11.9% | +25.4% | +21.2% |
| 3M | +41.3% | +40.1% | +1.2% | +15.6% |
| 6M | +62.6% | +68.3% | -5.8% | +16.6% |
| YTD | +14.8% | +51.5% | -36.7% | -13.6% |
| 1Y | -5.1% | +15.1% | -20.2% | -18.8% |
| 3Y | +11.2% | -55.6% | +66.7% | +48.1% |
| 5Y | -47.0% | -82.4% | +35.5% | +15.5% |
| All | +23.7% | -25.1% | +48.8% | +6.0% |
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