+324.0%
RF vs FIVN
+318.5%
+5.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.2% |
| 7D | +1.3% | -2.3% | +3.6% | +1.6% |
| 30D | -3.6% | +12.4% | -16.0% | -5.4% |
| 3M | +8.1% | +36.0% | -27.9% | +3.2% |
| 6M | +11.5% | +86.0% | -74.5% | +1.1% |
| YTD | +15.6% | +65.9% | -50.4% | +6.0% |
| 1Y | +15.7% | +26.5% | -10.8% | +9.6% |
| 3Y | +86.9% | -54.2% | +141.1% | +95.1% |
| 5Y | +89.8% | -80.5% | +170.3% | +107.3% |
| 10Y | +344.7% | +109.6% | +235.0% | +254.0% |
| All | +324.0% | +318.5% | +5.5% | +206.6% |
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 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