+414.6%
LOW vs FIVN
+282.0%
+132.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.7% |
| 7D | -0.6% | -9.6% | +9.0% | +0.7% |
| 30D | -9.3% | -11.9% | +2.7% | -7.8% |
| 3M | -8.1% | +40.1% | -48.2% | -12.9% |
| 6M | -19.8% | +68.3% | -88.1% | -27.2% |
| YTD | -16.4% | +51.5% | -67.8% | -23.4% |
| 1Y | -24.7% | +15.1% | -39.8% | -28.3% |
| 3Y | -8.8% | -55.6% | +46.7% | -2.8% |
| 5Y | +7.8% | -82.4% | +90.2% | +26.3% |
| 10Y | +233.8% | +114.5% | +119.4% | +185.4% |
| All | +414.6% | +282.0% | +132.6% | +316.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling