+581.8%
MAR vs FIVN
+318.5%
+263.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.4% |
| 7D | -4.2% | -2.3% | -1.9% | -3.9% |
| 30D | -6.7% | +12.4% | -19.1% | -8.2% |
| 3M | -12.5% | +36.0% | -48.5% | -16.2% |
| 6M | +0.6% | +86.0% | -85.4% | -8.1% |
| YTD | +9.1% | +65.9% | -56.8% | +0.7% |
| 1Y | +26.2% | +26.5% | -0.3% | +19.9% |
| 3Y | +68.2% | -54.2% | +122.4% | +74.6% |
| 5Y | +163.9% | -80.5% | +244.4% | +185.9% |
| 10Y | +420.6% | +109.6% | +310.9% | +330.5% |
| All | +581.8% | +318.5% | +263.3% | +428.7% |
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