+46.4%
RF vs FIVN
-82.9%
+129.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.7% |
| 7D | +1.9% | -2.8% | +4.8% | +2.4% |
| 30D | +7.3% | -17.4% | +24.7% | +10.2% |
| 3M | -7.9% | -19.2% | +11.3% | -5.7% |
| 6M | +10.5% | +29.4% | -18.8% | +2.4% |
| YTD | +9.6% | +36.3% | -26.6% | -1.3% |
| 1Y | +20.3% | +33.5% | -13.2% | +8.6% |
| 3Y | +119.5% | -56.8% | +176.4% | +139.3% |
| All | +46.4% | -82.9% | +129.4% | +74.7% |
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