+139.4%
QLD vs FIVN
-55.4%
+194.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -17.6% | +20.2% | +6.8% |
| 7D | -10.3% | -22.6% | +12.4% | -4.9% |
| 30D | -26.1% | -16.8% | -9.3% | -23.1% |
| 3M | -17.8% | -0.9% | -16.9% | -19.0% |
| 6M | -15.6% | +28.4% | -44.0% | -23.4% |
| YTD | +5.4% | +40.2% | -34.9% | -9.5% |
| 1Y | +5.2% | +30.5% | -25.3% | -7.6% |
| 3Y | +139.4% | -56.2% | +195.7% | +149.9% |
| All | +139.4% | -55.4% | +194.8% | +149.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling