+189.1%
EXC vs FIVN
+249.1%
-60.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.1% |
| 7D | +0.1% | -22.4% | +22.5% | +1.2% |
| 30D | +9.0% | -23.8% | +32.8% | +10.2% |
| 3M | +3.3% | -19.5% | +22.8% | +4.0% |
| 6M | +5.7% | +25.6% | -19.9% | +3.7% |
| YTD | +7.3% | +38.4% | -31.1% | +4.3% |
| 1Y | +2.9% | +33.7% | -30.7% | +0.1% |
| 3Y | +29.3% | -56.2% | +85.5% | +32.9% |
| 5Y | +40.1% | -82.9% | +123.0% | +50.3% |
| 10Y | +197.7% | +103.6% | +94.1% | +168.4% |
| All | +189.1% | +249.1% | -60.0% | +146.3% |
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