+82.1%
QLD vs FIVN
-82.9%
+165.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -1.4% |
| 7D | +7.0% | -2.8% | +9.8% | +8.2% |
| 30D | -14.3% | -17.4% | +3.1% | -9.1% |
| 3M | -16.0% | -19.2% | +3.2% | -11.1% |
| 6M | -14.2% | +29.4% | -43.6% | -26.5% |
| YTD | +12.8% | +36.3% | -23.5% | -9.7% |
| 1Y | +14.1% | +33.5% | -19.4% | -8.2% |
| 3Y | +146.0% | -56.8% | +202.8% | +197.3% |
| All | +82.1% | -82.9% | +165.0% | +228.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling