+121.0%
QLD vs FIVN
-80.6%
+201.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +1.2% |
| 7D | +0.6% | -2.3% | +2.9% | +1.4% |
| 30D | -0.1% | +12.4% | -12.5% | -5.3% |
| 3M | -8.4% | +36.0% | -44.4% | -20.2% |
| 6M | +32.2% | +86.0% | -53.8% | -1.9% |
| YTD | +28.9% | +65.9% | -37.0% | -1.4% |
| 1Y | +43.8% | +26.5% | +17.3% | +22.7% |
| 3Y | +176.6% | -54.2% | +230.8% | +235.2% |
| All | +121.0% | -80.6% | +201.6% | +251.5% |
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