+260.7%
FITB vs FIVN
+318.5%
-57.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.1% |
| 7D | +0.6% | -2.3% | +2.9% | +0.9% |
| 30D | -4.7% | +12.4% | -17.1% | -6.4% |
| 3M | +6.7% | +36.0% | -29.3% | +2.0% |
| 6M | +12.6% | +86.0% | -73.4% | +2.4% |
| YTD | +19.1% | +65.9% | -46.8% | +9.5% |
| 1Y | +22.6% | +26.5% | -3.9% | +16.3% |
| 3Y | +127.1% | -54.2% | +181.3% | +137.1% |
| 5Y | +71.8% | -80.5% | +152.3% | +87.4% |
| 10Y | +287.2% | +109.6% | +177.5% | +211.1% |
| All | +260.7% | +318.5% | -57.7% | +164.9% |
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