+48.4%
FE vs FIVN
-56.3%
+104.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -17.6% | +17.2% | -0.5% |
| 7D | 0.0% | -22.6% | +22.6% | -0.1% |
| 30D | +5.2% | -16.8% | +21.9% | +5.2% |
| 3M | 0.0% | -0.9% | +0.9% | -0.1% |
| 6M | +5.0% | +28.4% | -23.4% | +4.9% |
| YTD | +7.9% | +40.2% | -32.4% | +8.0% |
| 1Y | +6.3% | +30.5% | -24.2% | +6.6% |
| All | +48.4% | -56.3% | +104.7% | +57.6% |
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