+27.2%
ESTC vs FIVN
-30.4%
+57.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | +5.8% | -17.4% | +23.2% | +15.2% |
| 30D | -5.6% | -20.4% | +14.8% | +4.8% |
| 3M | +15.4% | -9.6% | +25.1% | +18.7% |
| 6M | +77.8% | +34.7% | +43.1% | +44.0% |
| YTD | +18.1% | +40.6% | -22.5% | -10.0% |
| 1Y | -3.7% | +34.3% | -38.0% | -25.4% |
| 3Y | +16.9% | -55.5% | +72.3% | +51.9% |
| 5Y | -51.2% | -82.5% | +31.2% | +4.1% |
| All | +27.2% | -30.4% | +57.7% | +10.4% |
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 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