+300.9%
FANG vs FIVN
+285.7%
+15.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | +2.9% | -7.8% | +10.7% | +3.5% |
| 30D | +2.6% | -1.7% | +4.3% | +2.7% |
| 3M | +7.6% | +47.2% | -39.6% | +3.5% |
| 6M | +17.3% | +82.7% | -65.4% | +10.2% |
| YTD | +38.7% | +52.9% | -14.2% | +31.7% |
| 1Y | +51.6% | +17.5% | +34.2% | +47.1% |
| 3Y | +50.0% | -55.8% | +105.8% | +54.0% |
| 5Y | +237.6% | -82.3% | +319.9% | +261.9% |
| 10Y | +180.7% | +116.5% | +64.2% | +115.2% |
| All | +300.9% | +285.7% | +15.2% | +177.6% |
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