+67.6%
EWZ vs FIVN
-81.8%
+149.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.1% | +8.1% | +2.4% |
| 7D | +5.6% | -8.2% | +13.8% | +6.2% |
| 30D | +9.3% | -8.1% | +17.4% | +9.8% |
| 3M | +15.7% | +34.9% | -19.2% | +12.5% |
| 6M | +7.4% | +72.6% | -65.2% | +1.7% |
| YTD | +22.7% | +55.8% | -33.1% | +16.8% |
| 1Y | +36.4% | +17.1% | +19.2% | +33.0% |
| 3Y | +50.4% | -54.3% | +104.7% | +55.3% |
| 5Y | +67.6% | -81.6% | +149.2% | +87.5% |
| All | +67.6% | -81.8% | +149.5% | +87.5% |
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 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