+1,425.4%
MSCI vs FIVN
+318.5%
+1,106.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.2% |
| 7D | +0.4% | -2.3% | +2.7% | +0.9% |
| 30D | +0.6% | +12.4% | -11.8% | -2.5% |
| 3M | -7.1% | +36.0% | -43.1% | -13.9% |
| 6M | +0.8% | +86.0% | -85.1% | -14.0% |
| YTD | +1.0% | +65.9% | -64.9% | -12.4% |
| 1Y | +4.3% | +26.5% | -22.2% | -4.7% |
| 3Y | +9.9% | -54.2% | +64.2% | +19.8% |
| 5Y | -6.8% | -80.5% | +73.7% | +16.2% |
| 10Y | +614.7% | +109.6% | +505.0% | +525.7% |
| All | +1,425.4% | +318.5% | +1,106.9% | +1,129.0% |
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