+170.0%
O vs FIVN
+243.6%
-73.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | -0.6% |
| 7D | -0.4% | -2.8% | +2.5% | -0.2% |
| 30D | +7.1% | -17.4% | +24.5% | +7.9% |
| 3M | -5.2% | -19.2% | +13.9% | -4.6% |
| 6M | -1.8% | +29.4% | -31.1% | -3.7% |
| YTD | +9.1% | +36.3% | -27.2% | +6.0% |
| 1Y | +9.7% | +33.5% | -23.8% | +6.7% |
| 3Y | +39.1% | -56.8% | +96.0% | +42.8% |
| 5Y | +8.4% | -83.0% | +91.3% | +14.5% |
| 10Y | +80.2% | +87.3% | -7.1% | +70.9% |
| All | +170.0% | +243.6% | -73.7% | +152.9% |
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