+163.1%
ET vs FIVN
+86.2%
+76.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.1% |
| 7D | +2.5% | -2.8% | +5.4% | +2.7% |
| 30D | -2.5% | -17.4% | +15.0% | -1.3% |
| 3M | -4.9% | -19.2% | +14.3% | -3.8% |
| 6M | -0.1% | +29.4% | -29.4% | -3.4% |
| YTD | +26.2% | +36.3% | -10.0% | +20.4% |
| 1Y | +25.2% | +33.5% | -8.3% | +19.5% |
| 3Y | +84.2% | -56.8% | +141.0% | +89.5% |
| 5Y | +216.1% | -83.0% | +299.1% | +239.1% |
| All | +163.1% | +86.2% | +76.9% | +123.6% |
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