+13.6%
FIVE vs FIVN
-81.1%
+94.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -17.6% | +17.2% | +3.6% |
| 7D | -0.3% | -22.6% | +22.3% | +5.3% |
| 30D | +17.7% | -16.8% | +34.4% | +21.7% |
| 3M | +4.0% | -0.9% | +4.9% | +1.9% |
| 6M | +2.6% | +28.4% | -25.8% | -7.0% |
| YTD | +27.6% | +40.2% | -12.7% | +9.4% |
| 1Y | +59.9% | +30.5% | +29.4% | +39.5% |
| 3Y | +35.8% | -56.2% | +92.0% | +52.6% |
| All | +13.6% | -81.1% | +94.8% | +55.8% |
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