+496.0%
FIVE vs FIVN
+253.7%
+242.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -17.6% | +17.2% | +3.2% |
| 7D | -0.3% | -22.6% | +22.3% | +4.7% |
| 30D | +17.7% | -16.8% | +34.4% | +21.3% |
| 3M | +4.0% | -0.9% | +4.9% | +2.3% |
| 6M | +2.6% | +28.4% | -25.8% | -5.5% |
| YTD | +27.6% | +40.2% | -12.7% | +12.3% |
| 1Y | +59.9% | +30.5% | +29.4% | +42.6% |
| 3Y | +35.8% | -56.2% | +92.0% | +47.5% |
| 5Y | +14.4% | -81.0% | +95.4% | +40.7% |
| 10Y | +576.1% | +105.3% | +470.9% | +475.8% |
| All | +496.0% | +253.7% | +242.3% | +368.0% |
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