+401.1%
FERG vs FIVN
+292.8%
+108.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.2% | -0.5% |
| 7D | +3.4% | -8.2% | +11.6% | +4.0% |
| 30D | -11.5% | -8.1% | -3.4% | -11.0% |
| 3M | +1.3% | +34.9% | -33.6% | -1.2% |
| 6M | -1.0% | +72.6% | -73.6% | -5.7% |
| YTD | +3.2% | +55.8% | -52.5% | -1.3% |
| 1Y | -3.0% | +17.1% | -20.1% | -5.3% |
| 3Y | +55.0% | -54.3% | +109.3% | +57.6% |
| 5Y | +72.6% | -81.6% | +154.2% | +76.8% |
| 10Y | +358.9% | +109.2% | +249.8% | +361.5% |
| All | +401.1% | +292.8% | +108.3% | +382.7% |
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