+32.3%
MSCI vs FIVN
-55.1%
+87.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.8% | +0.5% |
| 7D | +1.5% | -19.3% | +20.7% | +4.1% |
| 30D | +14.4% | -20.7% | +35.1% | +17.4% |
| 3M | +15.2% | -15.1% | +30.3% | +16.8% |
| 6M | +11.2% | +30.6% | -19.4% | +5.9% |
| YTD | +13.9% | +44.0% | -30.1% | +5.9% |
| 1Y | +12.5% | +45.5% | -33.0% | +4.1% |
| 3Y | +32.3% | -52.8% | +85.1% | +34.6% |
| All | +32.3% | -55.1% | +87.4% | +34.6% |
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