+172.1%
EWJ vs FIVN
+292.8%
-120.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.8% | +0.2% |
| 7D | +2.9% | -8.2% | +11.1% | +3.7% |
| 30D | +1.1% | -8.1% | +9.2% | +1.7% |
| 3M | +7.1% | +34.9% | -27.8% | +3.6% |
| 6M | +16.2% | +72.6% | -56.4% | +8.9% |
| YTD | +22.0% | +55.8% | -33.8% | +15.0% |
| 1Y | +26.2% | +17.1% | +9.1% | +22.1% |
| 3Y | +73.5% | -54.3% | +127.8% | +79.3% |
| 5Y | +52.7% | -81.6% | +134.2% | +66.1% |
| 10Y | +138.5% | +109.2% | +29.3% | +105.5% |
| All | +172.1% | +292.8% | -120.7% | +118.3% |
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