+626.5%
EW vs FIVN
+318.5%
+308.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.5% |
| 7D | -0.3% | -2.3% | +1.9% | 0.0% |
| 30D | +1.0% | +12.4% | -11.4% | -1.1% |
| 3M | +2.8% | +36.0% | -33.2% | -2.6% |
| 6M | +5.5% | +86.0% | -80.5% | -5.6% |
| YTD | +5.5% | +65.9% | -60.5% | -4.6% |
| 1Y | +11.0% | +26.5% | -15.5% | +4.2% |
| 3Y | +17.7% | -54.2% | +71.9% | +25.0% |
| 5Y | -25.7% | -80.5% | +54.7% | -13.6% |
| 10Y | +132.8% | +109.6% | +23.2% | +94.5% |
| All | +626.5% | +318.5% | +308.0% | +477.5% |
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