-42.4%
IT vs FIVN
-82.9%
+40.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.5% |
| 7D | +1.1% | -2.8% | +3.9% | +1.8% |
| 30D | -1.8% | -17.4% | +15.6% | +2.4% |
| 3M | +4.8% | -19.2% | +24.0% | +9.3% |
| 6M | +33.0% | +29.4% | +3.7% | +22.5% |
| YTD | -23.8% | +36.3% | -60.1% | -31.9% |
| 1Y | -16.5% | +33.5% | -50.0% | -25.2% |
| 3Y | -53.6% | -56.8% | +3.2% | -48.8% |
| All | -42.4% | -82.9% | +40.5% | -23.2% |
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