+271.2%
EW vs FIVN
+86.2%
+185.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.8% |
| 7D | +4.9% | -2.8% | +7.7% | +5.4% |
| 30D | +23.9% | -17.4% | +41.4% | +27.0% |
| 3M | +15.8% | -19.2% | +34.9% | +18.4% |
| 6M | +31.7% | +29.4% | +2.3% | +23.2% |
| YTD | +25.7% | +36.3% | -10.6% | +14.5% |
| 1Y | +24.4% | +33.5% | -9.0% | +13.6% |
| 3Y | +65.9% | -56.8% | +122.7% | +78.1% |
| 5Y | -7.6% | -83.0% | +75.4% | +13.7% |
| All | +271.2% | +86.2% | +185.0% | +187.7% |
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