-7.4%
EW vs FIVN
-82.8%
+75.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.6% | +1.6% |
| 7D | +6.5% | -22.8% | +29.3% | +9.8% |
| 30D | +22.5% | -21.3% | +43.8% | +25.7% |
| 3M | +13.0% | -14.0% | +26.9% | +14.1% |
| 6M | +37.1% | +31.1% | +6.0% | +29.4% |
| YTD | +24.1% | +40.0% | -15.9% | +14.3% |
| 1Y | +24.2% | +38.1% | -13.8% | +14.5% |
| 3Y | +64.8% | -55.7% | +120.5% | +77.2% |
| 5Y | -7.4% | -82.5% | +75.1% | +16.9% |
| All | -7.4% | -82.8% | +75.4% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling