-4.7%
REPL vs FIVN
-13.5%
+8.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.6% |
| 7D | -9.6% | -9.6% | 0.0% | -7.6% |
| 30D | +5.7% | -11.9% | +17.6% | +8.3% |
| 3M | +56.4% | +40.1% | +16.3% | +39.0% |
| 6M | +67.4% | +68.3% | -0.9% | +35.5% |
| YTD | +48.7% | +51.5% | -2.8% | +23.0% |
| 1Y | +148.3% | +15.1% | +133.2% | +118.7% |
| 3Y | -26.7% | -55.6% | +28.9% | -19.5% |
| 5Y | -54.1% | -82.4% | +28.3% | -35.9% |
| All | -4.7% | -13.5% | +8.8% | -21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling