+48.1%
F vs FIVN
+263.1%
-215.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.0% | +0.3% |
| 7D | -0.6% | -19.3% | +18.7% | +1.7% |
| 30D | +2.9% | -20.7% | +23.6% | +5.3% |
| 3M | -9.5% | -15.1% | +5.6% | -8.4% |
| 6M | +4.0% | +30.6% | -26.6% | -1.0% |
| YTD | -1.3% | +44.0% | -45.3% | -8.5% |
| 1Y | -1.9% | +45.5% | -47.5% | -9.3% |
| 3Y | +53.5% | -52.8% | +106.3% | +59.4% |
| 5Y | -15.1% | -82.6% | +67.5% | -6.3% |
| 10Y | +81.0% | +109.4% | -28.4% | +65.9% |
| All | +48.1% | +263.1% | -215.0% | +30.6% |
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