+13.5%
ESTC vs FIVN
-55.5%
+69.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.1% | +2.4% | -1.2% |
| 7D | -4.3% | -8.2% | +3.9% | -0.9% |
| 30D | +17.7% | -8.1% | +25.8% | +21.7% |
| 3M | +42.3% | +34.9% | +7.4% | +24.6% |
| 6M | +64.6% | +72.6% | -8.1% | +28.3% |
| YTD | +17.2% | +55.8% | -38.6% | -5.1% |
| 1Y | -4.2% | +17.1% | -21.3% | -13.9% |
| 3Y | +13.5% | -54.3% | +67.8% | +33.5% |
| All | +13.5% | -55.5% | +69.0% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling