-23.9%
FDS vs FIVN
-56.5%
+32.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.9% |
| 7D | +1.5% | -2.8% | +4.3% | +2.0% |
| 30D | +14.8% | -17.4% | +32.2% | +18.7% |
| 3M | +16.3% | -19.2% | +35.5% | +20.2% |
| 6M | +66.2% | +29.4% | +36.9% | +56.4% |
| YTD | +16.2% | +36.3% | -20.0% | +6.8% |
| 1Y | +21.8% | +33.5% | -11.6% | +12.0% |
| 3Y | -23.9% | -56.8% | +33.0% | -24.1% |
| All | -23.9% | -56.5% | +32.6% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling