+525.5%
FIVE vs FIVN
+318.5%
+207.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +5.6% |
| 7D | +4.3% | -2.3% | +6.6% | +4.7% |
| 30D | +12.5% | +12.4% | +0.1% | +9.2% |
| 3M | +31.2% | +36.0% | -4.8% | +21.5% |
| 6M | +14.4% | +86.0% | -71.6% | -3.1% |
| YTD | +33.9% | +65.9% | -32.0% | +15.2% |
| 1Y | +65.1% | +26.5% | +38.6% | +50.4% |
| 3Y | +49.0% | -54.2% | +103.2% | +62.0% |
| 5Y | +30.3% | -80.5% | +110.7% | +60.3% |
| 10Y | +481.1% | +109.6% | +371.5% | +390.4% |
| All | +525.5% | +318.5% | +207.0% | +380.3% |
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