-19.1%
EWZ vs FIVN
+17.0%
-36.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -17.6% | +18.3% | +0.5% |
| 7D | -1.5% | -22.6% | +21.1% | -1.7% |
| 30D | -24.5% | -16.8% | -7.8% | -24.5% |
| 3M | -10.7% | -0.9% | -9.8% | -9.8% |
| 6M | -19.1% | +28.4% | -47.5% | -17.4% |
| All | -19.1% | +17.0% | -36.1% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling