+169.7%
EXE vs FIVN
-82.5%
+252.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.2% |
| 7D | -3.1% | -7.8% | +4.7% | -2.6% |
| 30D | -0.9% | -1.7% | +0.8% | -0.9% |
| 3M | +9.6% | +47.2% | -37.6% | +6.0% |
| 6M | -11.6% | +82.7% | -94.3% | -16.4% |
| YTD | -12.6% | +52.9% | -65.5% | -16.2% |
| 1Y | +1.2% | +17.5% | -16.3% | -1.1% |
| 3Y | +18.0% | -55.8% | +73.9% | +22.7% |
| 5Y | +101.1% | -82.3% | +183.4% | +111.3% |
| All | +169.7% | -82.5% | +252.2% | +181.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling