+5.6%
MSCI vs FIVN
-82.9%
+88.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +2.0% |
| 7D | +3.0% | -2.8% | +5.8% | +3.5% |
| 30D | +17.8% | -17.4% | +35.2% | +21.8% |
| 3M | +15.2% | -19.2% | +34.4% | +18.9% |
| 6M | +16.5% | +29.4% | -12.9% | +7.1% |
| YTD | +16.4% | +36.3% | -19.9% | +3.4% |
| 1Y | +16.8% | +33.5% | -16.7% | +4.0% |
| 3Y | +35.8% | -56.8% | +92.6% | +52.5% |
| All | +5.6% | -82.9% | +88.6% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling