+12.1%
FIGR vs FIVN
+20.3%
-8.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -4.8% |
| 7D | -3.0% | -7.8% | +4.8% | -2.1% |
| 30D | +13.7% | -1.7% | +15.4% | +13.7% |
| 3M | +23.9% | +47.2% | -23.3% | +16.5% |
| 6M | -8.4% | +82.7% | -91.1% | -18.0% |
| YTD | -14.6% | +52.9% | -67.5% | -19.9% |
| 1Y | +12.1% | +17.5% | -5.4% | +24.5% |
| All | +12.1% | +20.3% | -8.2% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling