+131.5%
FE vs FIVN
+318.5%
-187.0%
-47.7%
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% | -0.5% |
| 7D | +1.9% | -2.3% | +4.2% | +2.0% |
| 30D | -1.2% | +12.4% | -13.6% | -1.8% |
| 3M | +3.5% | +36.0% | -32.5% | +1.8% |
| 6M | -6.1% | +86.0% | -92.0% | -9.2% |
| YTD | +7.6% | +65.9% | -58.3% | +4.4% |
| 1Y | +11.9% | +26.5% | -14.6% | +9.9% |
| 3Y | +48.4% | -54.2% | +102.6% | +52.5% |
| 5Y | +44.8% | -80.5% | +125.2% | +53.3% |
| 10Y | +115.9% | +109.6% | +6.2% | +103.5% |
| All | +131.5% | +318.5% | -187.0% | +112.1% |
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