+34.8%
FROG vs FIVN
-75.0%
+109.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.4% | +1.7% |
| 7D | -4.8% | -9.6% | +4.8% | -1.4% |
| 30D | -0.9% | -11.9% | +11.0% | +3.8% |
| 3M | +7.5% | +40.1% | -32.6% | -5.7% |
| 6M | +107.0% | +68.3% | +38.7% | +68.3% |
| YTD | +39.8% | +51.5% | -11.7% | +16.0% |
| 1Y | +74.8% | +15.1% | +59.7% | +58.4% |
| 3Y | +219.3% | -55.6% | +274.8% | +284.4% |
| 5Y | +133.0% | -82.4% | +215.4% | +291.0% |
| All | +34.8% | -75.0% | +109.8% | +104.7% |
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 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