+132.1%
FE vs FIVN
+253.7%
-121.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -17.6% | +17.2% | +0.3% |
| 7D | 0.0% | -22.6% | +22.6% | +0.9% |
| 30D | +5.2% | -16.8% | +21.9% | +5.8% |
| 3M | 0.0% | -0.9% | +0.9% | -0.4% |
| 6M | +5.0% | +28.4% | -23.4% | +3.2% |
| YTD | +7.9% | +40.2% | -32.4% | +5.1% |
| 1Y | +6.3% | +30.5% | -24.2% | +3.9% |
| 3Y | +46.0% | -56.2% | +102.2% | +49.7% |
| 5Y | +45.6% | -81.0% | +126.6% | +53.6% |
| 10Y | +109.3% | +105.3% | +4.1% | +97.9% |
| All | +132.1% | +253.7% | -121.6% | +113.6% |
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 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