+302.3%
NEM vs FIVN
+118.5%
+183.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.4% |
| 7D | -1.0% | -7.8% | +6.8% | -0.5% |
| 30D | +7.8% | -1.7% | +9.6% | +7.9% |
| 3M | +30.2% | +47.2% | -17.0% | +26.4% |
| 6M | +9.6% | +82.7% | -73.1% | +4.0% |
| YTD | +27.8% | +52.9% | -25.1% | +22.6% |
| 1Y | +60.7% | +17.5% | +43.2% | +57.0% |
| 3Y | +245.3% | -55.8% | +301.1% | +259.4% |
| 5Y | +155.3% | -82.3% | +237.7% | +175.0% |
| All | +302.3% | +118.5% | +183.8% | +312.1% |
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