+23.9%
IR vs FIVN
-55.3%
+79.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | +1.1% | -22.8% | +23.8% | +3.5% |
| 30D | +7.6% | -21.3% | +28.9% | +9.8% |
| 3M | +0.1% | -14.0% | +14.1% | +0.8% |
| 6M | +14.0% | +31.1% | -17.2% | +8.2% |
| YTD | +7.5% | +40.0% | -32.5% | -0.1% |
| 1Y | +10.1% | +38.1% | -27.9% | +2.4% |
| All | +23.9% | -55.3% | +79.2% | +29.9% |
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 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