+24.2%
EWZ vs FIVN
+253.7%
-229.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -17.6% | +18.3% | +2.5% |
| 7D | -1.5% | -22.6% | +21.1% | +0.9% |
| 30D | -24.5% | -16.8% | -7.8% | -23.4% |
| 3M | -10.7% | -0.9% | -9.8% | -11.5% |
| 6M | -19.1% | +28.4% | -47.5% | -22.5% |
| YTD | +1.6% | +40.2% | -38.6% | -4.8% |
| 1Y | +4.3% | +30.5% | -26.3% | -1.7% |
| 3Y | +19.0% | -56.2% | +75.2% | +24.2% |
| 5Y | +57.7% | -81.0% | +138.7% | +76.3% |
| 10Y | +51.3% | +105.3% | -53.9% | +23.5% |
| All | +24.2% | +253.7% | -229.5% | -8.3% |
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