+129.4%
FDS vs FIVN
+92.2%
+37.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.0% |
| 7D | -2.6% | -17.4% | +14.9% | +0.6% |
| 30D | +14.1% | -20.4% | +34.4% | +18.2% |
| 3M | +19.8% | -9.6% | +29.4% | +21.0% |
| 6M | +55.0% | +34.7% | +20.3% | +45.5% |
| YTD | +15.9% | +40.6% | -24.7% | +6.7% |
| 1Y | +24.2% | +34.3% | -10.1% | +15.0% |
| 3Y | -24.0% | -55.5% | +31.4% | -19.4% |
| 5Y | -23.3% | -82.5% | +59.1% | -9.2% |
| All | +129.4% | +92.2% | +37.3% | +88.0% |
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 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