-15.1%
F vs FIVN
-81.9%
+66.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.0% | +0.1% |
| 7D | -0.6% | -19.3% | +18.7% | +3.1% |
| 30D | +2.9% | -20.7% | +23.6% | +6.7% |
| 3M | -9.5% | -15.1% | +5.6% | -7.9% |
| 6M | +4.0% | +30.6% | -26.6% | -4.3% |
| YTD | -1.3% | +44.0% | -45.3% | -13.3% |
| 1Y | -1.9% | +45.5% | -47.5% | -14.3% |
| 3Y | +53.5% | -52.8% | +106.3% | +68.8% |
| 5Y | -15.1% | -82.6% | +67.5% | +5.8% |
| All | -15.1% | -81.9% | +66.8% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling