+36.8%
FROG vs FIVN
-75.1%
+112.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | -2.2% | -11.3% | +9.1% | +2.1% |
| 30D | +3.0% | -7.3% | +10.3% | +6.0% |
| 3M | +10.3% | +41.7% | -31.4% | -3.6% |
| 6M | +116.7% | +78.3% | +38.4% | +72.8% |
| YTD | +41.9% | +50.9% | -8.9% | +17.9% |
| 1Y | +78.5% | +19.7% | +58.9% | +59.5% |
| 3Y | +224.1% | -55.7% | +279.9% | +290.8% |
| 5Y | +142.4% | -82.6% | +225.0% | +307.9% |
| All | +36.8% | -75.1% | +112.0% | +108.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling