-54.3%
FIS vs FIVN
+92.2%
-146.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.6% | -6.2% |
| 7D | -3.5% | -17.4% | +13.9% | -0.5% |
| 30D | -19.4% | -20.4% | +1.0% | -16.7% |
| 3M | -31.6% | -9.6% | -21.9% | -31.2% |
| 6M | -32.5% | +34.7% | -67.2% | -37.5% |
| YTD | -56.0% | +40.6% | -96.6% | -60.1% |
| 1Y | -55.5% | +34.3% | -89.8% | -59.5% |
| 3Y | -41.3% | -55.5% | +14.2% | -37.3% |
| 5Y | -72.3% | -82.5% | +10.2% | -66.7% |
| All | -54.3% | +92.2% | -146.4% | -62.6% |
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 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