+86.3%
FOXA vs FIVN
-43.2%
+129.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.8% |
| 7D | -5.4% | -9.6% | +4.2% | -4.4% |
| 30D | +1.1% | -11.9% | +13.1% | +2.3% |
| 3M | -6.1% | +40.1% | -46.2% | -9.9% |
| 6M | +8.2% | +68.3% | -60.1% | +1.1% |
| YTD | -11.8% | +51.5% | -63.3% | -16.9% |
| 1Y | +9.9% | +15.1% | -5.2% | +6.3% |
| 3Y | +110.7% | -55.6% | +166.3% | +118.3% |
| 5Y | +86.9% | -82.4% | +169.4% | +99.9% |
| All | +86.3% | -43.2% | +129.5% | +57.8% |
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 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