+47.7%
FND vs FIVN
+70.9%
-23.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | -5.8% | -7.8% | +2.1% | -3.6% |
| 30D | -20.2% | -1.7% | -18.5% | -20.1% |
| 3M | -12.0% | +47.2% | -59.1% | -22.3% |
| 6M | -18.5% | +82.7% | -101.2% | -34.6% |
| YTD | -22.3% | +52.9% | -75.2% | -34.9% |
| 1Y | -47.6% | +17.5% | -65.1% | -52.8% |
| 3Y | -49.8% | -55.8% | +6.1% | -42.6% |
| 5Y | -63.0% | -82.3% | +19.4% | -47.8% |
| All | +47.7% | +70.9% | -23.2% | +43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling