+137.8%
ET vs FIVN
+292.8%
-155.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.2% | +0.7% |
| 7D | +0.4% | -8.2% | +8.6% | +1.3% |
| 30D | +6.9% | -8.1% | +15.0% | +7.6% |
| 3M | +13.1% | +34.9% | -21.8% | +8.7% |
| 6M | +18.7% | +72.6% | -53.9% | +10.1% |
| YTD | +37.4% | +55.8% | -18.3% | +28.3% |
| 1Y | +34.8% | +17.1% | +17.7% | +29.7% |
| 3Y | +96.8% | -54.3% | +151.1% | +105.0% |
| 5Y | +238.2% | -81.6% | +319.8% | +277.3% |
| 10Y | +159.4% | +109.2% | +50.2% | +80.4% |
| All | +137.8% | +292.8% | -155.0% | +41.0% |
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 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