+160.0%
EXPE vs FIVN
+118.5%
+41.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.1% |
| 7D | -5.8% | -7.8% | +2.1% | -4.1% |
| 30D | -13.6% | -1.7% | -11.9% | -13.5% |
| 3M | +25.2% | +47.2% | -22.0% | +14.4% |
| 6M | +22.3% | +82.7% | -60.4% | +5.1% |
| YTD | -0.3% | +52.9% | -53.2% | -11.3% |
| 1Y | +27.8% | +17.5% | +10.3% | +19.3% |
| 3Y | +162.4% | -55.8% | +218.3% | +181.5% |
| 5Y | +95.8% | -82.3% | +178.2% | +129.7% |
| All | +160.0% | +118.5% | +41.5% | +102.9% |
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