+368.2%
NYT vs FIVN
+285.7%
+82.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | -0.6% | -7.8% | +7.3% | +0.3% |
| 30D | +4.6% | -1.7% | +6.3% | +4.6% |
| 3M | -9.6% | +47.2% | -56.8% | -14.4% |
| 6M | -14.0% | +82.7% | -96.7% | -21.7% |
| YTD | -2.8% | +52.9% | -55.8% | -10.0% |
| 1Y | +15.6% | +17.5% | -1.9% | +10.4% |
| 3Y | +56.3% | -55.8% | +112.1% | +65.1% |
| 5Y | +39.5% | -82.3% | +121.8% | +60.3% |
| 10Y | +488.0% | +116.5% | +371.5% | +405.9% |
| All | +368.2% | +285.7% | +82.5% | +290.2% |
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