+234.7%
MKTX vs FIVN
+280.5%
-45.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -0.2% | -11.3% | +11.1% | +1.4% |
| 30D | +0.8% | -7.3% | +8.1% | +1.6% |
| 3M | +41.1% | +41.7% | -0.5% | +33.8% |
| 6M | -9.5% | +78.3% | -87.8% | -17.7% |
| YTD | -8.7% | +50.9% | -59.6% | -15.5% |
| 1Y | -10.0% | +19.7% | -29.6% | -14.4% |
| 3Y | -24.6% | -55.7% | +31.1% | -19.3% |
| 5Y | -60.3% | -82.6% | +22.3% | -52.9% |
| 10Y | +5.0% | +113.6% | -108.6% | -4.8% |
| All | +234.7% | +280.5% | -45.8% | +181.2% |
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