-79.1%
FIG vs FIVN
+22.2%
-101.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -1.9% | -3.1% |
| 7D | -16.3% | -2.3% | -14.0% | -15.3% |
| 30D | -14.3% | +12.4% | -26.7% | -19.5% |
| 3M | +7.2% | +36.0% | -28.9% | -9.3% |
| 6M | -18.6% | +86.0% | -104.6% | -41.6% |
| YTD | -35.5% | +65.9% | -101.4% | -52.2% |
| 1Y | -55.8% | +26.5% | -82.3% | -65.5% |
| All | -79.1% | +22.2% | -101.3% | -83.6% |
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