-26.3%
LOW vs FIVN
+20.3%
-46.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | +0.1% |
| 7D | -3.7% | -7.8% | +4.1% | -3.6% |
| 30D | -8.9% | -1.7% | -7.1% | -8.8% |
| 3M | -10.4% | +47.2% | -57.6% | -10.4% |
| 6M | -19.4% | +82.7% | -102.1% | -20.1% |
| YTD | -17.1% | +52.9% | -70.0% | -17.3% |
| 1Y | -26.3% | +17.5% | -43.7% | -28.2% |
| All | -26.3% | +20.3% | -46.6% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling