+8.5%
IR vs FIVN
-55.5%
+64.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.1% | +4.5% | -0.9% |
| 7D | +0.6% | -8.2% | +8.9% | +1.6% |
| 30D | -13.6% | -8.1% | -5.5% | -12.9% |
| 3M | +3.7% | +34.9% | -31.2% | -0.8% |
| 6M | -13.1% | +72.6% | -85.7% | -20.7% |
| YTD | -5.1% | +55.8% | -60.9% | -12.3% |
| 1Y | -6.5% | +17.1% | -23.6% | -8.5% |
| 3Y | +8.5% | -54.3% | +62.8% | +15.5% |
| All | +8.5% | -55.5% | +64.0% | +15.5% |
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