+73.0%
F vs FIVN
+318.5%
-245.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.8% |
| 7D | +5.3% | -2.3% | +7.6% | +5.6% |
| 30D | +4.6% | +12.4% | -7.8% | +2.8% |
| 3M | -3.7% | +36.0% | -39.7% | -7.9% |
| 6M | +16.8% | +86.0% | -69.1% | +6.1% |
| YTD | +15.3% | +65.9% | -50.6% | +5.7% |
| 1Y | +31.0% | +26.5% | +4.5% | +24.2% |
| 3Y | +45.4% | -54.2% | +99.7% | +52.4% |
| 5Y | +54.7% | -80.5% | +135.1% | +69.0% |
| 10Y | +98.2% | +109.6% | -11.4% | +81.1% |
| All | +73.0% | +318.5% | -245.5% | +51.0% |
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