+56.9%
FIVE vs FIVN
-52.8%
+109.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +5.5% |
| 7D | +4.3% | -2.3% | +6.6% | +4.7% |
| 30D | +12.5% | +12.4% | +0.1% | +9.6% |
| 3M | +31.2% | +36.0% | -4.8% | +23.0% |
| 6M | +14.4% | +86.0% | -71.6% | -1.2% |
| YTD | +33.9% | +65.9% | -32.0% | +17.8% |
| 1Y | +65.1% | +26.5% | +38.6% | +55.0% |
| All | +56.9% | -52.8% | +109.7% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling