+65.8%
MAR vs FIVN
-55.8%
+121.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -2.1% | -11.3% | +9.2% | -0.7% |
| 30D | -5.7% | -7.3% | +1.6% | -5.0% |
| 3M | -14.6% | +41.7% | -56.3% | -19.4% |
| 6M | +1.3% | +78.3% | -76.9% | -9.2% |
| YTD | +6.7% | +50.9% | -44.2% | -1.9% |
| 1Y | +26.4% | +19.7% | +6.8% | +21.1% |
| All | +65.8% | -55.8% | +121.6% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling