+461.9%
EXPD vs FIVN
+318.5%
+143.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.1% |
| 7D | -1.1% | -2.3% | +1.2% | -0.9% |
| 30D | +4.1% | +12.4% | -8.3% | +2.6% |
| 3M | +17.9% | +36.0% | -18.1% | +13.7% |
| 6M | +29.2% | +86.0% | -56.7% | +19.9% |
| YTD | +27.4% | +65.9% | -38.6% | +19.1% |
| 1Y | +56.8% | +26.5% | +30.3% | +50.3% |
| 3Y | +68.0% | -54.2% | +122.3% | +74.0% |
| 5Y | +61.9% | -80.5% | +142.3% | +74.9% |
| 10Y | +316.0% | +109.6% | +206.4% | +267.7% |
| All | +461.9% | +318.5% | +143.4% | +377.5% |
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