+90.2%
NTR vs FIVN
+22.9%
+67.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.5% |
| 7D | -1.3% | -7.8% | +6.6% | -0.8% |
| 30D | +16.8% | -1.7% | +18.5% | +16.8% |
| 3M | +20.7% | +47.2% | -26.4% | +16.9% |
| 6M | +0.5% | +82.7% | -82.2% | -4.7% |
| YTD | +29.2% | +52.9% | -23.7% | +23.7% |
| 1Y | +39.6% | +17.5% | +22.1% | +36.3% |
| 3Y | +37.9% | -55.8% | +93.7% | +43.3% |
| 5Y | +47.1% | -82.3% | +129.4% | +59.3% |
| All | +90.2% | +22.9% | +67.3% | +46.8% |
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