+68.8%
EWJ vs FIVN
-55.8%
+124.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.5% | -11.3% | +9.8% | -0.6% |
| 30D | +0.2% | -7.3% | +7.5% | +0.7% |
| 3M | +8.6% | +41.7% | -33.1% | +4.9% |
| 6M | +12.1% | +78.3% | -66.1% | +5.0% |
| YTD | +20.1% | +50.9% | -30.8% | +14.1% |
| 1Y | +25.2% | +19.7% | +5.5% | +22.0% |
| All | +68.8% | -55.8% | +124.7% | +71.2% |
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