-22.6%
FDS vs FIVN
-82.8%
+60.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.6% | +2.5% |
| 7D | -2.1% | -22.8% | +20.6% | +2.3% |
| 30D | +16.0% | -21.3% | +37.3% | +20.6% |
| 3M | +18.8% | -14.0% | +32.8% | +21.1% |
| 6M | +54.1% | +31.1% | +23.0% | +45.4% |
| YTD | +17.0% | +40.0% | -23.0% | +7.9% |
| 1Y | +25.5% | +38.1% | -12.5% | +15.7% |
| 3Y | -23.3% | -55.7% | +32.4% | -19.9% |
| 5Y | -22.6% | -82.5% | +59.9% | -12.0% |
| All | -22.6% | -82.8% | +60.2% | -12.0% |
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 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