+64.3%
FDS vs FIVN
+115.6%
-51.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.7% |
| 7D | -16.0% | -11.3% | -4.7% | -14.1% |
| 30D | -6.7% | -7.3% | +0.6% | -5.5% |
| 3M | +6.0% | +41.7% | -35.7% | -0.6% |
| 6M | +25.1% | +78.3% | -53.2% | +12.1% |
| YTD | -8.1% | +50.9% | -59.0% | -15.7% |
| 1Y | -26.0% | +19.7% | -45.7% | -30.0% |
| 3Y | -36.4% | -55.7% | +19.3% | -32.2% |
| 5Y | -27.7% | -82.6% | +54.8% | -14.2% |
| All | +64.3% | +115.6% | -51.3% | +36.5% |
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