+1,485.7%
FN vs FIVN
+253.7%
+1,232.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -17.6% | +29.3% | +14.7% |
| 7D | 0.0% | -22.6% | +22.6% | +4.0% |
| 30D | -34.3% | -16.8% | -17.6% | -32.6% |
| 3M | -39.9% | -0.9% | -39.0% | -40.9% |
| 6M | -51.8% | +28.4% | -80.2% | -55.7% |
| YTD | -28.1% | +40.2% | -68.4% | -36.6% |
| 1Y | -29.1% | +30.5% | -59.6% | -36.5% |
| 3Y | +102.4% | -56.2% | +158.7% | +117.0% |
| 5Y | +171.7% | -81.0% | +252.6% | +223.7% |
| 10Y | +773.5% | +105.3% | +668.3% | +560.4% |
| All | +1,485.7% | +253.7% | +1,232.0% | +1,042.7% |
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