-32.9%
RVTY vs FIVN
-82.0%
+49.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.2% | -2.0% |
| 7D | -5.4% | -9.6% | +4.2% | -3.5% |
| 30D | +6.7% | -11.9% | +18.7% | +9.2% |
| 3M | +19.0% | +40.1% | -21.1% | +9.4% |
| 6M | +34.6% | +68.3% | -33.7% | +16.3% |
| YTD | +28.3% | +51.5% | -23.2% | +12.8% |
| 1Y | +46.0% | +15.1% | +30.9% | +36.2% |
| 3Y | +16.9% | -55.6% | +72.4% | +28.5% |
| 5Y | -32.9% | -82.4% | +49.5% | -17.6% |
| All | -32.9% | -82.0% | +49.1% | -17.6% |
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 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