+6.0%
LOW vs FIVN
-82.6%
+88.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -2.6% | -11.3% | +8.7% | -1.2% |
| 30D | -11.1% | -7.3% | -3.9% | -10.4% |
| 3M | -8.5% | +41.7% | -50.2% | -13.1% |
| 6M | -20.8% | +78.3% | -99.1% | -28.4% |
| YTD | -17.2% | +50.9% | -68.1% | -23.6% |
| 1Y | -24.7% | +19.7% | -44.4% | -28.2% |
| 3Y | -9.7% | -55.7% | +46.0% | -1.9% |
| 5Y | +6.0% | -82.6% | +88.6% | +24.6% |
| All | +6.0% | -82.6% | +88.6% | +24.6% |
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