+2,410.4%
QLD vs FIVN
+253.7%
+2,156.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -17.6% | +20.2% | +8.8% |
| 7D | -10.3% | -22.6% | +12.4% | -2.4% |
| 30D | -26.1% | -16.8% | -9.3% | -21.9% |
| 3M | -17.8% | -0.9% | -16.9% | -19.9% |
| 6M | -15.6% | +28.4% | -44.0% | -27.0% |
| YTD | +5.4% | +40.2% | -34.9% | -15.7% |
| 1Y | +5.2% | +30.5% | -25.3% | -13.8% |
| 3Y | +139.4% | -56.2% | +195.7% | +179.0% |
| 5Y | +66.7% | -81.0% | +147.7% | +152.7% |
| 10Y | +1,422.1% | +105.3% | +1,316.8% | +1,104.1% |
| All | +2,410.4% | +253.7% | +2,156.7% | +1,623.2% |
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