+189.7%
EXC vs FIVN
+254.6%
-64.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -1.9% | -17.4% | +15.5% | -1.1% |
| 30D | +7.8% | -20.4% | +28.2% | +8.7% |
| 3M | +1.9% | -9.6% | +11.5% | +2.0% |
| 6M | +3.4% | +34.7% | -31.3% | +1.1% |
| YTD | +7.6% | +40.6% | -33.0% | +4.4% |
| 1Y | +2.1% | +34.3% | -32.2% | -0.7% |
| 3Y | +29.6% | -55.5% | +85.1% | +33.1% |
| 5Y | +39.5% | -82.5% | +122.0% | +49.5% |
| 10Y | +200.2% | +93.2% | +107.0% | +171.3% |
| All | +189.7% | +254.6% | -64.9% | +146.7% |
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