+14.5%
ESTC vs FIVN
-54.3%
+68.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.5% | -1.8% |
| 7D | -3.6% | -22.4% | +18.9% | +5.7% |
| 30D | -11.2% | -23.8% | +12.6% | -2.0% |
| 3M | +14.3% | -19.5% | +33.8% | +22.4% |
| 6M | +67.0% | +25.6% | +41.4% | +47.6% |
| YTD | +15.7% | +38.4% | -22.7% | -3.9% |
| 1Y | -6.3% | +33.7% | -39.9% | -21.3% |
| 3Y | +14.5% | -56.2% | +70.7% | +33.2% |
| All | +14.5% | -54.3% | +68.8% | +33.2% |
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