+260.8%
FDS vs FIVN
+243.6%
+17.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.8% |
| 7D | +1.5% | -2.8% | +4.3% | +1.9% |
| 30D | +14.8% | -17.4% | +32.2% | +17.9% |
| 3M | +16.3% | -19.2% | +35.5% | +19.5% |
| 6M | +66.2% | +29.4% | +36.9% | +58.2% |
| YTD | +16.2% | +36.3% | -20.0% | +8.7% |
| 1Y | +21.8% | +33.5% | -11.6% | +14.0% |
| 3Y | -23.9% | -56.8% | +33.0% | -19.4% |
| 5Y | -23.1% | -83.0% | +59.9% | -10.9% |
| 10Y | +128.7% | +87.3% | +41.5% | +94.1% |
| All | +260.8% | +243.6% | +17.2% | +184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling