-23.2%
FDS vs FIVN
-82.0%
+58.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -2.9% |
| 7D | -8.8% | -9.6% | +0.8% | -7.1% |
| 30D | -1.4% | -11.9% | +10.5% | +0.8% |
| 3M | +13.9% | +40.1% | -26.2% | +7.2% |
| 6M | +27.4% | +68.3% | -41.0% | +15.9% |
| YTD | -2.5% | +51.5% | -53.9% | -10.3% |
| 1Y | -23.8% | +15.1% | -38.9% | -27.6% |
| 3Y | -32.5% | -55.6% | +23.1% | -29.6% |
| 5Y | -23.2% | -82.4% | +59.3% | -19.3% |
| All | -23.2% | -82.0% | +58.9% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling