-47.8%
S vs FIVN
-85.5%
+37.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +1.3% |
| 7D | +2.0% | -2.8% | +4.8% | +3.6% |
| 30D | -2.7% | -17.4% | +14.7% | +6.4% |
| 3M | -6.9% | -19.2% | +12.3% | +2.6% |
| 6M | +38.1% | +29.4% | +8.7% | +13.3% |
| YTD | +48.0% | +36.3% | +11.7% | +12.5% |
| 1Y | +34.5% | +33.5% | +1.0% | +3.0% |
| 3Y | +38.3% | -56.8% | +95.2% | +90.1% |
| 5Y | -70.9% | -83.0% | +12.1% | -23.7% |
| All | -47.8% | -85.5% | +37.7% | +39.6% |
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