+35.2%
FROG vs FIVN
-72.7%
+107.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.4% |
| 7D | -11.3% | -2.3% | -9.0% | -10.5% |
| 30D | +3.6% | +12.4% | -8.8% | -0.7% |
| 3M | +1.7% | +36.0% | -34.3% | -9.8% |
| 6M | +123.5% | +86.0% | +37.6% | +75.6% |
| YTD | +40.2% | +65.9% | -25.7% | +12.7% |
| 1Y | +81.0% | +26.5% | +54.5% | +58.7% |
| 3Y | +194.8% | -54.2% | +249.0% | +253.5% |
| 5Y | +131.8% | -80.5% | +212.3% | +274.5% |
| All | +35.2% | -72.7% | +107.9% | +98.9% |
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