+433.8%
MAR vs FIVN
+118.5%
+315.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.6% |
| 7D | -0.5% | -7.8% | +7.3% | +0.4% |
| 30D | -5.4% | -1.7% | -3.7% | -5.4% |
| 3M | -15.5% | +47.2% | -62.7% | -20.0% |
| 6M | +3.0% | +82.7% | -79.8% | -6.3% |
| YTD | +8.5% | +52.9% | -44.4% | +0.6% |
| 1Y | +26.0% | +17.5% | +8.5% | +20.4% |
| 3Y | +68.6% | -55.8% | +124.4% | +76.2% |
| 5Y | +157.4% | -82.3% | +239.7% | +180.2% |
| All | +433.8% | +118.5% | +315.3% | +351.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling