-36.4%
M vs FIVN
+318.5%
-354.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +2.9% |
| 7D | +4.7% | -2.3% | +7.0% | +5.0% |
| 30D | -9.6% | +12.4% | -22.0% | -11.2% |
| 3M | +0.9% | +36.0% | -35.2% | -3.5% |
| 6M | +22.3% | +86.0% | -63.7% | +11.4% |
| YTD | +6.5% | +65.9% | -59.4% | -2.0% |
| 1Y | +38.8% | +26.5% | +12.3% | +31.8% |
| 3Y | +115.9% | -54.2% | +170.1% | +122.7% |
| 5Y | +28.6% | -80.5% | +109.1% | +33.1% |
| 10Y | -2.5% | +109.6% | -112.2% | -12.3% |
| All | -36.4% | +318.5% | -354.9% | -45.3% |
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