+44.9%
IR vs FIVN
-82.9%
+127.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.1% |
| 7D | +2.5% | -2.8% | +5.4% | +2.9% |
| 30D | +9.2% | -17.4% | +26.6% | +11.6% |
| 3M | +0.9% | -19.2% | +20.1% | +3.0% |
| 6M | +19.2% | +29.4% | -10.1% | +11.6% |
| YTD | +7.5% | +36.3% | -28.8% | -2.3% |
| 1Y | +11.7% | +33.5% | -21.7% | +1.8% |
| 3Y | +23.9% | -56.8% | +80.7% | +34.1% |
| All | +44.9% | -82.9% | +127.8% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling