+63.8%
EW vs FIVN
-55.3%
+119.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.6% | +1.7% |
| 7D | +6.5% | -22.8% | +29.3% | +8.2% |
| 30D | +22.5% | -21.3% | +43.8% | +24.2% |
| 3M | +13.0% | -14.0% | +26.9% | +13.6% |
| 6M | +37.1% | +31.1% | +6.0% | +33.0% |
| YTD | +24.1% | +40.0% | -15.9% | +18.9% |
| 1Y | +24.2% | +38.1% | -13.8% | +19.0% |
| All | +63.8% | -55.3% | +119.1% | +65.4% |
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 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