+254.0%
FDX vs FIVN
+318.5%
-64.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.3% |
| 7D | -2.5% | -2.3% | -0.2% | -2.3% |
| 30D | +3.8% | +12.4% | -8.6% | +2.0% |
| 3M | -1.3% | +36.0% | -37.3% | -5.7% |
| 6M | +5.0% | +86.0% | -80.9% | -4.8% |
| YTD | +39.6% | +65.9% | -26.3% | +27.9% |
| 1Y | +81.1% | +26.5% | +54.6% | +71.6% |
| 3Y | +63.0% | -54.2% | +117.3% | +71.1% |
| 5Y | +65.6% | -80.5% | +146.1% | +84.9% |
| 10Y | +183.4% | +109.6% | +73.7% | +142.5% |
| All | +254.0% | +318.5% | -64.5% | +186.4% |
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