+313.1%
FROG vs FIVN
-55.3%
+368.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.6% | +5.5% |
| 7D | +26.8% | -22.8% | +49.6% | +33.2% |
| 30D | +10.6% | -21.3% | +31.9% | +15.8% |
| 3M | +27.2% | -14.0% | +41.2% | +29.6% |
| 6M | +58.7% | +31.1% | +27.6% | +45.4% |
| YTD | +75.3% | +40.0% | +35.3% | +56.1% |
| 1Y | +71.1% | +38.1% | +33.0% | +52.5% |
| All | +313.1% | -55.3% | +368.4% | +334.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling