+15.7%
RF vs FIVN
+16.7%
-1.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.1% | +5.0% | -0.8% |
| 7D | +2.7% | -8.2% | +10.9% | +3.2% |
| 30D | -3.4% | -8.1% | +4.8% | -2.9% |
| 3M | +6.4% | +34.9% | -28.5% | +3.6% |
| 6M | +13.4% | +72.6% | -59.2% | +8.2% |
| YTD | +14.2% | +55.8% | -41.5% | +11.2% |
| 1Y | +15.7% | +17.1% | -1.4% | +11.6% |
| All | +15.7% | +16.7% | -1.0% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling