+69.8%
FITB vs FIVN
-82.6%
+152.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.0% | -11.3% | +10.3% | +0.9% |
| 30D | -5.5% | -7.3% | +1.8% | -4.5% |
| 3M | +4.1% | +41.7% | -37.6% | -3.0% |
| 6M | +18.7% | +78.3% | -59.5% | +4.0% |
| YTD | +18.2% | +50.9% | -32.7% | +6.2% |
| 1Y | +23.7% | +19.7% | +4.0% | +16.0% |
| 3Y | +130.8% | -55.7% | +186.5% | +152.4% |
| 5Y | +69.8% | -82.6% | +152.3% | +102.1% |
| All | +69.8% | -82.6% | +152.4% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling