+4.6%
MKTX vs FIVN
+118.5%
-113.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.2% |
| 7D | -0.2% | -7.8% | +7.6% | +0.9% |
| 30D | +0.7% | -1.7% | +2.5% | +0.8% |
| 3M | +40.8% | +47.2% | -6.4% | +32.2% |
| 6M | -8.0% | +82.7% | -90.7% | -17.4% |
| YTD | -8.7% | +52.9% | -61.7% | -16.3% |
| 1Y | -11.8% | +17.5% | -29.3% | -16.2% |
| 3Y | -24.0% | -55.8% | +31.8% | -17.4% |
| 5Y | -60.3% | -82.3% | +22.0% | -51.1% |
| All | +4.6% | +118.5% | -113.9% | -0.7% |
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 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