-54.3%
S vs FIVN
-83.8%
+29.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.8% | +1.6% |
| 7D | -1.2% | -9.6% | +8.4% | +4.2% |
| 30D | -12.6% | -11.9% | -0.6% | -6.3% |
| 3M | +27.6% | +40.1% | -12.5% | +3.3% |
| 6M | +35.5% | +68.3% | -32.9% | -4.8% |
| YTD | +29.6% | +51.5% | -21.9% | -5.0% |
| 1Y | +8.1% | +15.1% | -7.0% | -7.8% |
| 3Y | +14.8% | -55.6% | +70.3% | +60.0% |
| 5Y | -70.6% | -82.4% | +11.9% | -22.9% |
| All | -54.3% | -83.8% | +29.6% | +17.9% |
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