-5.3%
FSLY vs FIVN
-39.8%
+34.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +7.5% | -11.3% | +18.8% | +14.7% |
| 30D | -21.1% | -7.3% | -13.8% | -18.1% |
| 3M | +21.8% | +41.7% | -19.9% | -4.5% |
| 6M | -0.1% | +78.3% | -78.4% | -34.6% |
| YTD | +123.1% | +50.9% | +72.2% | +57.3% |
| 1Y | +208.6% | +19.7% | +188.9% | +146.1% |
| 3Y | -1.3% | -55.7% | +54.5% | +39.3% |
| 5Y | -48.4% | -82.6% | +34.2% | +29.6% |
| All | -5.3% | -39.8% | +34.5% | +40.3% |
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